An Empirical Study on Time Variation of Liquidity Premium：The Evidence of Taiwan Stock Markets
碩士 === 國立雲林科技大學 === 財務金融系 === 105 === This study investigates the time variation of liquidity premium in Taiwan stock market during the past 35 years. The study sample includes the the common stock listed in the Taiwan stock market and OTC market, in the period from 1982 to 2016. This paper employs...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xyn5f4 |