The Predictive Power of Firm Characteristics on Real Economic Activities in Taiwan
碩士 === 國立政治大學 === 國際貿易學系 === 90 === In this article we examine whether the profitability of trading strategies based on size, book-to-market ratio, momentum, and liquidity can be linked to future GDP growth in Taiwan. Using data from Taiwan Stock Exchange, we find that strategies based on...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43553679628582474792 |