The relationship between Earnings momentum and Credit risk in Taiwan market

碩士 === 國立政治大學 === 金融研究所 === 101 === Earnings momentum effect is one of wildly-discussed pricing anomalies that cannot be explained by capital assets pricing model, we would like to exam whether it exists in Taiwan stock markets. Specifically, we would examine how the profitability of the earnings mo...

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Bibliographic Details
Main Author: 王穎亭
Other Authors: 張興華
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/11431434871365110364