Does Default Effect Exist in Taiwan Stock Market?

碩士 === 國立高雄第一科技大學 === 金融營運所 === 97 === his study investigates the relationship between default risk, size, book-to-market ratio and equity returns. Our concept derives from Vassalou and Xing (2004; JF). In their paper, they assumed an unrealistic path-independent structure and an unsuitable proxy fo...

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Bibliographic Details
Main Authors: Chai-Wei Chuang, 莊家偉
Other Authors: Jun-Biao Lin
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/90054198792538237796