The Empirical Research of Asset Pricing in Taiwan Stock Market from Japan and US

碩士 === 國立中央大學 === 財務金融研究所 === 95 === We use paired sample on the basic of size and book-to-market equity and random sample to choose Japanese and US stocks to compare with Taiwanese stocks individually. We find that other reasons that influence stock returns in addition to size and book-to-market e...

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Bibliographic Details
Main Authors: I-Tien Tsai, 蔡依恬
Other Authors: 賴弘能
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/16244587864753653795