The Efficiency of Financial Market Under Financial Crisis-Evidence from Taiwan and Korea Financial Markets

碩士 === 淡江大學 === 財務金融學系碩士班 === 96 === This study mainly utilises tests based on ranks and signs suggested by Wright(2000)in addition to Lo and MacKinlay(1988)the traditional variance ratio test to examine the efficiency of financial market change facing financial crisis. Then we observe how change te...

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Bibliographic Details
Main Authors: Yu-Jiun Hu, 胡宇駿
Other Authors: Chien-Liang Chiu
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/m76v8a