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碩士 === 東吳大學 === 國際經營與貿易學系 === 98 === This paper discusses the factors affect equity returns. Market risk, size, book-to-market ratio (B/M ratio) and firm efficiency whether affect equity returns or not. First, we estimate efficiency by data envelopment analysis (DEA) and combine with Fama-French thr...

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Bibliographic Details
Main Authors: Wen-yuan Chen, 陳文媛
Other Authors: Ta-cheng Chang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/39522957744202342336