Use Panel Data and Bounds Test to Investigate the Relationship between Stock Prices and Dividends
碩士 === 逢甲大學 === 經濟學所 === 91 === This paper investigates the presence of cointegration and causality between stock prices and dividends for 21 Taiwan companies and 38 USA companies. Using new techniques (Panel Data ,Bounds Test, Toda and Yamamoto’s Granger no-causality Test) which account for integra...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/58574574096735831227 |