The Analysis of Investment Performance between Value and Growth Stocks in Japan and Hong Kong

碩士 === 國立成功大學 === 財務金融研究所 === 95 === This study mainly duplicated the method of Fama and French (1992) and Griffin and Lemmon (2002), They find that the difference in returns between high and low BE/ME securities among firms with the highest risk of distress is more than twice as large as the return...

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Bibliographic Details
Main Authors: Jeng-Luen Tsay, 蔡政倫
Other Authors: Hung-Chih Li
Format: Others
Language:en_US
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/15923820698227182110