THE AFFECTION OF GOVERNMENT BOND REPO RATE CHANGES ON STOCK RETURNS OF LISTED SECURITIES FIRMS
碩士 === 南華大學 === 財務管理研究所 === 93 === This study examines whether the stock returns of Taiwan’s ten listed securities corporations are affected by the volatility of government bond REPO rate. The sample data are from January 1, 2000 to December 31, 2003 with daily prices. Empirical results are as f...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33699029078354234811 |