The Investment Performance of Two E/P Mean Reversion-Based Strategies: Evidence from Taiwan
博士 === 輔仁大學 === 商學研究所 === 98 === The purpose of this study is to investigate the mean reversion characteristic in firm-specific earning-to-price ratio (E/P ratios), and employ it for investment strategies. Existing studies related to the mean reversion feature in P/E ratio has focus on US and non-US...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97704644140955635828 |