以企業獲利資訊檢驗台灣證券市場之效率性
碩士 === 國立中正大學 === 財務金融研究所 === 100 === This study investigates whether investors in Taiwan wrongly react to financial information. Using Taiwanese data from 1981 to 2011, we find that long-short portfolios constructed based on return on equity, earnings per share, gross margin growth, operating profi...
Main Authors: | Weng, Min-Hsuan, 翁敏瑄 |
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Other Authors: | Cheng, Li-Wen |
Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/85511085561624687432 |
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