Changes in Labor Intensity and Cross-Sectional Return -Fama-MacBeth Regression Approach
碩士 === 元智大學 === 商學碩士班(財務金融學程) === 100 === We investigate whether changes in labor intensity have predicting power in the long-term future stock return. We find that the predictive ability is statistically significant after controlling for pricing factors mentioned in literatures, such as size, book-...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69109387212840740117 |