The Nonlinear Causal Relationship between Each of the Book to Price Ratio, Earning to Price Ratio, and Cash Flow to Price Ratio, and the Stock Price of lululemon
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 106 === This study employs threshold auto regression (TAR) and threshold error-correction model (TECM) elaborated by Enders and Granger(1998) and Enders and Siklos(2001) to empirically investigate the nonlinear causal relationship between each of the three ratios (...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2018
|
Online Access: | http://ndltd.ncl.edu.tw/handle/s3z9v8 |