The Analysis of Investment Performance between Value and Growth Stocks in Korea and Singapore
碩士 === 國立成功大學 === 財務金融研究所 === 95 === Fama and French (1993) propose three-factor capital asset pricing model consisting of market factor, firm size factor, and BE/ME factor to explain average stock return. In addition, Griffin and Lemmon (2002) use the probability of bankruptcy (O-score) as a natura...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70354206556285719160 |