Evidence of market efficiency on Asia-Pacific REITs

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 104 === This study is to examine the efficiency market hypothesis (EMH) for Asia-Pacific REIT market between 2007 and 2014. The examination is carried out by analyzing monthly Asia-Pacific REIT data with three-factor model (Fama & French, 1993). The Asia-Pacific m...

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Bibliographic Details
Main Authors: Yu-Lun Cheng, 鄭宇倫
Other Authors: Guang-di Chang
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/55793653518150676959