An Empirical Study and Applications of Factor Models In Taiwan Stock Market: On Industry Base
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 105 === This thesis applies the three-factor model developed by Fama and French to examine the anomalies of Taiwan’s stock returns. The empirical study is implemented using monthly returns of 892 firms listed on the TSE from July 2007 to June 2016. Our empirical res...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70997842303672192403 |