A Discussion of Stock Return under Information Asymmetry-An Application of Panel Model
碩士 === 國立高雄第一科技大學 === 金融營運所 === 97 === This study uses 2541 trading days from 1998 to 2007 for 704 listed companies. Adopting order imbalance as a proxy of information asymmetry, we employ panel model including three characteristic factors as control variables of P/E ratio, B/M ratio, and Size to ob...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62885155066316612796 |