Four Factor Model in Taiwan''s Electronics and Non-electronics Industry Stock Returns - Quantile Regression
碩士 === 義守大學 === 管理研究所碩士班 === 96 === This paper examines the application of Carhart''s (1997) four-factor model in Taiwan''s Electronics and Non-electronics Industry security market. We use "quantile regression" approach to avoid the highly right-biased data on TSE. In T...
| 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/22309430316350018049 |