Searching for Excessively Underpricing Stocks by Cox Model
碩士 === 國立彰化師範大學 === 商業教育學系 === 99 === Survival analysis focuses on the distribution of survival times and models the time it takes for events to occur. A Cox model is a well-recognized statistical technique for exploring the relationship between the survival of a patient and several explanatory vari...
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37277805709985398016 |
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ndltd-TW-099NCUE53160582016-04-11T04:22:19Z http://ndltd.ncl.edu.tw/handle/37277805709985398016 Searching for Excessively Underpricing Stocks by Cox Model 利用Cox模型尋找低價潛力股 黃世偉 碩士 國立彰化師範大學 商業教育學系 99 Survival analysis focuses on the distribution of survival times and models the time it takes for events to occur. A Cox model is a well-recognized statistical technique for exploring the relationship between the survival of a patient and several explanatory variables. By regarding underpricing stock as a patient, we apply Cox model to determine whether or not the underpricing stock will be unlisted in the near future. Empirical evidences show that Cox model has remarkable ability to recognize the events that the underpricing stocks will be unlisted or not. Hence, we can find out excessively underpricing stocks through Cox regression model. 郭志安 2011 學位論文 ; thesis 56 zh-TW |
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NDLTD |
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zh-TW |
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Others
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碩士 === 國立彰化師範大學 === 商業教育學系 === 99 === Survival analysis focuses on the distribution of survival times and models the time it takes for events to occur. A Cox model is a well-recognized statistical technique for exploring the relationship between the survival of a patient and several explanatory variables. By regarding underpricing stock as a patient, we apply Cox model to determine whether or not the underpricing stock will be unlisted in the near future. Empirical evidences show that Cox model has remarkable ability to recognize the events that the underpricing stocks will be unlisted or not. Hence, we can find out excessively underpricing stocks through Cox regression model.
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郭志安 |
| author_facet |
郭志安 黃世偉 |
| author |
黃世偉 |
| spellingShingle |
黃世偉 Searching for Excessively Underpricing Stocks by Cox Model |
| author_sort |
黃世偉 |
| title |
Searching for Excessively Underpricing Stocks by Cox Model |
| title_short |
Searching for Excessively Underpricing Stocks by Cox Model |
| title_full |
Searching for Excessively Underpricing Stocks by Cox Model |
| title_fullStr |
Searching for Excessively Underpricing Stocks by Cox Model |
| title_full_unstemmed |
Searching for Excessively Underpricing Stocks by Cox Model |
| title_sort |
searching for excessively underpricing stocks by cox model |
| publishDate |
2011 |
| url |
http://ndltd.ncl.edu.tw/handle/37277805709985398016 |
| work_keys_str_mv |
AT huángshìwěi searchingforexcessivelyunderpricingstocksbycoxmodel AT huángshìwěi lìyòngcoxmóxíngxúnzhǎodījiàqiánlìgǔ |
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