The Stock Return and Macroeconomic Forces in Japan
碩士 === 國立中央大學 === 財務金融研究所 === 95 === This study follows Fama and MacBeth (1973)’s cross-sectional approach to analyze the macroeconomic variables which can be priced in Japanese market. The study forms the portfolios in two ways (twenty size portfolios and twenty-five portfolios by size and BM ratio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43561759116575712021 |