The Investigation of the Relationship Between Stock Price and Cash Dividend:The Application of Fourier Cointegration Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === The announcement effect of cash dividend is one of reasons that could makes volatility of stock price have uncertainty, therefore, it may facilitate the unknown structural breaks. This study uses the cointegrated with Fourier-series that allows for the possibilit...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/zb45cn |