The Effects of Liquidity and Attention on Stock Returns
碩士 === 國立中興大學 === 財務金融學系所 === 103 === This paper studies the effect of liquidity and attention on stock returns of Taiwan stock market. This paper has the following hypotheses: First, there is higher abnormal return on illiquidity stock. Second, attention effect misprices stocks’ price. Third, the l...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/93312873530548336164 |