Timing Profitability of long-short strategies based on traditional factors and the market aggregate measures including illiquidity, cumulative return, and volatility in the Taiwan stock market
碩士 === 逢甲大學 === 財務金融學系 === 106 === Abstract Studies on asset pricing never stop. Researchers continue to devote themselves to new models and theories. For example, CAPM and various factor models. This study focuses on the profitability of equity positions based on the three market variables proposed...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/944ebe |