A Study of the Effect of the Business Indicators on Stock Returns-Approach by Panel Smooth Transition Regression Model

碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This study is to investigate the panel smooth transition effect associated with Business Indicators and stock return on the empirical data of listed company in Taiwan Stock Exchange. Utilizing the panel smooth transition regression model developed by Gonza&ap...

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Bibliographic Details
Main Authors: Meng-Jui Su, 蘇孟睿
Other Authors: 聶建中
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/73762950226023833952