Does Residual Reversal Prevail in Taiwan?
碩士 === 國立中山大學 === 財務管理學系研究所 === 101 === Residual returns, which are based on the Fama and French (1993) three factor model, are the components of stock returns which are unexplained by “fundamentals”, such as the compensation for unsystematic risk. Referring other studies, we therefore believe that...
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| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03232553311673268455 |