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碩士 === 東吳大學 === 國際經營與貿易學系 === 98 === This paper discusses the factors affect equity returns. Market risk, size, book-to-market ratio (B/M ratio) and firm efficiency whether affect equity returns or not. First, we estimate efficiency by data envelopment analysis (DEA) and combine with Fama-French thr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39522957744202342336 |