The Month Effect of Tourism Stockson Taiwan Stock Market
碩士 === 雲林科技大學 === 財務金融系碩士班 === 96 === This paper aims to examine the income anomalies of the tourism stocks in Taiwan stock market, to search the anomaly of seasonlity. By applying the AR(P)-ARCH/GARCH models, it is aimed to discover the influence of “month effect” on the income of the tourism indus...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/30895081943358164294 |