Re-examining the Dividend Valuation Model by Stochastic Cointegration — the Evidence from Taiwan Stock Market
碩士 === 國立中山大學 === 經濟學研究所 === 97 === Dividend Valuation Model is a well-known stock pricing model. However, many empirical studies of foreign stock markets do not support the Dividend Valuation Model; most of these studies think stock price is too volatile to explain by expected dividend. Therefore,...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/p2me8g |