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...

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Main Authors:	Yu-Ting,Ma, 馬玉婷
Other Authors:	Mei-Chu,Ke
Format:	Others
Language:	zh-TW
Published:	2014
Online Access:	http://ndltd.ncl.edu.tw/handle/85b5u5

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spelling	ndltd-TW-102NCIT50410422019-05-15T21:43:11Z http://ndltd.ncl.edu.tw/handle/85b5u5 The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market 探討公司特性為投資組合策略之趨勢 - 台灣股票市場之實證研究 Yu-Ting,Ma 馬玉婷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-to-earning effect had apparently existed before 2000. However, the three effects have gradually disappeared in TWSE since 2000. Mei-Chu,Ke 柯美珠 2014 學位論文 ; thesis 43 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	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-to-earning effect had apparently existed before 2000. However, the three effects have gradually disappeared in TWSE since 2000.
author2	Mei-Chu,Ke
author_facet	Mei-Chu,Ke Yu-Ting,Ma 馬玉婷
author	Yu-Ting,Ma 馬玉婷
spellingShingle	Yu-Ting,Ma 馬玉婷 The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
author_sort	Yu-Ting,Ma
title	The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
title_short	The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
title_full	The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
title_fullStr	The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
title_full_unstemmed	The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market
title_sort	trend of portfolio strategies for firm’s characteristics：evidence from the taiwan stock market
publishDate	2014
url	http://ndltd.ncl.edu.tw/handle/85b5u5
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The trend of Portfolio Strategies for Firm’s Characteristics：Evidence from the Taiwan Stock Market

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