Do Domestic Stocks and their ADRs Perform Differently? An Application of Stochastic Dominance Tests

碩士 === 國立中興大學 === 財務金融系所 === 98 === In this study, we first introduce the basic definition and notion of stochastic dominance, and then get some literature of testing for stochastic dominance together. There are difference assumptions for data in the literature of McFadden (1987)、 Barrent and Donald...

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Bibliographic Details
Main Authors: Guan-Che Wu, 吳冠徹
Other Authors: Mei-Yuan Chen
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/3k5r2t