Equity Returns at the Turn of the Month-On Taiwan Security Market

碩士 === 逢甲大學 === 財務金融學所 === 98 === The turn-of-the-month effect means that beginning on the last trading day of the month and ending on the third trading day of the following month, the four-day cumulative return is higher than the other 16 trading days of the month. Using the Taiwan Stock Market Wei...

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Bibliographic Details
Main Authors: Pei-wen Huang, 黃培紋
Other Authors: J. J. Wang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/23017225100794117611