An empirical test of Taiwan stock returns: Application of the Fama-MacBeth method

碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 103 === Research on determinants of stock returns has been one of the major subject of modern financial area. Fama-MacBeth cross-sectional regression analysis is the financial area is an important milestone. This paper wanted to use Fama-MacBeth method to empirical...

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Bibliographic Details
Main Authors: Hsin-Ju Chen, 陳信儒
Other Authors: Jen-Huang Wang
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/nvf86v