Calendar Anomalies:A Comparative Study of International Equity Markets

碩士 === 臺灣大學 === 國際企業學研究所 === 98 === The paper implements a comparative study of calendar anomalies in international stock markets. The paper has three purposes. First is to test the existence of calendar anomalies. Second is to shift test standard from zero to the average return rate, and to test wh...

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Bibliographic Details
Main Authors: Chang-Hsu Liu, 劉張旭
Other Authors: Jyh-Dean Hwang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/82439809949339131699