Calendar effects in Taiwan stock market: A data snooping study
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 93 === This study mainly checks whether calendar effects exists in Taiwan stock market. To rule out data-snooping biases, this paper utilizes bootstrap procedure to resample and test the calendar effects. However, the existing literatures show that calendar effects c...
| 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/11123239476084254287 |