The information transmission effect among Taiwanese listed firms

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This paper uses the Vector Autoregressive(VAR)to investigate the relations among big market value, middle market value, small market value and and compare the relationships among variables in the different portfolios. Found via the Granger causality test, lar...

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Bibliographic Details
Main Authors: Hsin-Wei Su, 蘇信瑋
Other Authors: Jien-Wei Yang
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/55514596354335629421