An Evidence of Size Effect in Taiwan Stock Market

碩士 === 淡江大學 === 財務金融學系 === 87 === The purpose of the study is to conduct an empirical study to examine the “Size Effect” in Taiwan Stock Market. This study explores the relationship of three variables(such as system risk、size and BE/ME) and stock returns, using stock monthly returns data from 1988...

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Bibliographic Details
Main Authors: Shen, Su Mei, 沈素梅
Other Authors: Ching-Chih Hsu
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/99155812168056830269