Price Stock Persistence in Taiwan Stock Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 99 === This study discusses the influence of shocks with different degrees on stock returns in Taiwan Stock Market. When estimating the abnormal returns, the Single Index model, the Fama-French 3 factor model, and the Carhart-Four-Factor models with GJR-GARCH(1,1) a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
100
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64847977494779302125 |