Value Premium in the European Stock Markets: An Alternative Test

博士 === 逢甲大學 === 金融博士學位學程 === 105 === This study uses an alternative method, stochastic dominance (SD) test, to examine the value premium on the basis of book-to-market (B/M), earnings-to-price (E/P), cash earnings-to-price (CE/P), and dividend-to-price (D/P) indicators for the 14 major European mark...

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Bibliographic Details
Main Authors: TSAI, LI-CHUEH, 蔡麗雀
Other Authors: LIAO, TUNG-LIANG
Format: Others
Language:en_US
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/8kk9nv