Mean reversion of tourism stock prices

碩士 === 國立中正大學 === 財務金融所 === 94 === This paper tested the mean reversion behavior of stock prices of tourism and several industry sectors towards their fundamental values, namely earnings per share (EPS) and dividend per share (DPS), over the period from August 1995 to February 2004. Empirical result...

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Bibliographic Details
Main Authors: Ching-Yi Chen, 陳靜儀
Other Authors: Ming-Hsiang Chen
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/74896231382606432367