Three-Dimension Style Investing

碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 99 === The study aims to examine stock performance of multi-dimensional style investing to test statistical significance of excess return. Apart from traditional approach, we integrate three dimensions, i.e., company characteristic, firm size, and stock liquidity,...

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Bibliographic Details
Main Authors: Chin-Chu Chang, 張金珠
Other Authors: George Y. Wang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/64366413472023829369