The Seasonality of Stock Return and the Market Microstructure–Evidence from Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 95 === This study is to examine the January effect of share market in Taiwan during 1966 to 2005. In order to make a difference, this study is based on the point of Market Microstructure. The first part of this study discusses the relation among the share price, size...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48199158715764618617 |