The Influence of Different Conversion Frequency on Fama-French Multi-Factor Model

碩士 === 東吳大學 === 國際經營與貿易學系 === 105 === In view of Fama-French is not research on Taiwan market research, and the profitability and investment factor is currently only analyzing on the US market. In the past, the literature mostly studied the correlation between the multi-factor model and the stock re...

Full description

Bibliographic Details
Main Authors: WANG,HUNG-HSIANG, 王弘翔
Other Authors: JUNG,CHUN-WEN
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/89875x