The Applicability of Fama-French’s Three-factor Model in Taiwan Equity Market
碩士 === 國立高雄大學 === 金融管理學系碩士班 === 99 === Fama-French’s three-factor model is widely used to explain the cross section of stock returns across different countries. Their factor model assumes that investors would obtain relevant information at least in the end of June; however, this assumption is not al...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47146947567804711707 |