A Reexamination of FAMA’s Three-Factor Model In Taiwan’s Stock Market
碩士 === 樹德科技大學 === 經營管理研究所 === 93 === This study uses monthly returns on Taiwan's stock market from July 1998 to June 2004 to test Fama's three-factor model (Fama and French , 1993). The aim of this study is to investigate the relationship between stock returns and common risk factors in th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21260351486399007232 |