The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
碩士 === 國立勤益科技大學 === 工業工程與管理系 === 102 === This study examines the trend of abnormal returns of portfolio strategy for firm’s characteristics in Taiwan Stock Exchange (TWSE), from January 1989 to December 2013. The main results indicate that the famous size effect, book-to-market effect and the price...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85b5u5 |