Stock Market Dispersion, Business Cycle and Expected Factor Returns—Comparative Studies between Markets in Mainland China and Taiwan
碩士 === 國立交通大學 === 財務金融研究所 === 105 === This study explores the effect of stock return dispersion on prosperity index and market return factors. The sample consists of all listed companies in Chinese stock markets and Taiwan stock markets from June 2000 to June 2015. This study first examines the fore...
| 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/t3vmx2 |