Transitional Behavior across Value and Growth Stocks: Evidence on S&P 400, 500, 600 Stocks

博士 === 逢甲大學 === 商學研究所 === 98 === This dissertation examines the transitional behavior across value and growth stocks on the three different-sized portfolios of S&P 400, S&P 500, and S&P 600 stocks over the period 1999-2008. By employing the nonlinear panel smooth transition regression (P...

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Bibliographic Details
Main Authors: Gengnan Chiang, 江耕南
Other Authors: Tsangyao Chang
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/65185045026974602628