The Analysis of the Source of the Value Premium in Taiwan Stock Market
碩士 === 銘傳大學 === 國際企業學系碩士班 === 96 === This paper analyze the phenomenon of value premium in Taiwan stock market. We consider the results of value premium are a rational phenomenon or an irrational investor behavior. We use multiple variance ratio tests to test whether the series of value premium is r...
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/snhc53 |