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...
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/m76v8a |