Reexamination of the Size Anomaly on Taiwan Stock Exchange
碩士 === 逢甲大學 === 企業管理所 === 96 === This study uses average returns, compound returns, and monthly cross-section regressions to investigate the relation between realized returns and firm size in the Taiwan stock markets from 1982 to 2006. Size effect indicates that small-cap stocks have substantially h...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36475264797499926889 |