Asset Pricing Model: Evidence from Taiwan Stocks Exchange Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === This paper adopts the two-stage test to examine the capital asset pricing model（CAPM）and Fama-French three-factor model for equity listed in the Taiwan market. Also, we judge whether the results for t-tests are stable through changing the way to grouping. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32086788828712650861 |