The impacts of business indicators on stock return persistence:Evidence from Taiwan 50 index constituents
碩士 === 中原大學 === 國際經營與貿易研究所 === 101 === This paper adopts panel smooth transition autoregression (PSTAR) models to evaluate stock returns and their persistence effects. We consider total scores of monitoring indicators as the transition variable in the PSTAR model, since the indicators are the refere...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03666496483021965272 |