Constructing a Multi-factor Investing Strategy – An Empirical Study in Taiwan Stock market
碩士 === 國立政治大學 === 財務管理學系 === 106 === In this study, we examined six factors—size, book to market ratio, profitability, corporate governance, stock liquidity, and asset growth. We used the data of Taiwan stock market from 2000 to 2017, to examine whether these factors can serve as effective stock sel...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/3556k9 |