A reexamination of Market Beta, Firm Size, Book-to-Market,Value-at-Risk in Stock Returns:Evidence from the Taiwan Stock Market
碩士 === 國立交通大學 === 財務金融研究所 === 94 === This paper investigates the explanatory power of the market beta, firm size, and the book-to-market ratio, as well as Value-at-Risk regarding the cross-sectional expected stock returns in the Taiwan stock market. Our primary objective is to determine whether the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57885543520674532631 |