The impacts of external governance and spatial dependence on stock returns: An application of a four-factor PSTR model
碩士 === 中原大學 === 國際經營與貿易研究所 === 106 === This thesis rewrites the three-factor model, developed by Fama-French (1993), as a panel smooth transition regression (PSTR) model to evaluate stock returns. First, we add the term of spatial dependence into the three-factor model to form a linear four-factor m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5kf6p7 |