A Study on Non-linear Relationship between Cash Dividend and Stock Return:Panel Smooth Transition Regression Model

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 98 === This study is to investigate the panel smooth transition effect associated with cash dividend and stock return on the empirical data of listed company in Taiwan Stock Exchange. Utilizing the panel smooth transition regression model developed by Gonza′lez, Terä...

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Bibliographic Details
Main Authors: Yi-Ping Li, 李怡萍
Other Authors: Chien-Chung Nieh
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/98007061777691577699