An Empirical Study of the Anomailies on Taiwan Stock Spot and Futures Markets
博士 === 雲林科技大學 === 管理研究所博士班 === 97 === This study emphasizes on the effect correlation of five issues: time trend and seasonal effect, transaction tax reduction, turnover rate, firm-size, and book-to-market equity ratio. We will adopt the empirical data of Taiwan futures market covering the recently...
| 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/32355336837696815790 |