Does Industry Matters?Empirical Study of Taiwan Stock Market’s Anomalies
碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === There are a lot of studies about the asset pricing model. Although few of them take a focus on how industry factor has an impact on the explanation of stock excess returns. In addition, size effect and investment effect in Taiwan stock market turn out to have a...
| 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/w6gxr9 |