Empirical Study of Application of the Influence between Fama-French Three Factor Model-The Different Emotional Index on Excess Return –Examples of Taiwan IPOs

碩士 === 崑山科技大學 === 企業管理研究所 === 101 === The research period of this study selected from January 2000 to December 2011, which included 132 months of IPOs performance. The short-term performance of IPOs in this study is defined as one month rate of return which an investor holding a portfolio. The targe...

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Bibliographic Details
Main Authors: Kang, Chan-Wei, 康展維
Other Authors: Ou-Yang, Hou
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/34065967323552094028