Predictability and Persistency of the Other January Effect
碩士 === 國立暨南國際大學 === 財務金融學系 === 99 === This paper investigates the other January effect in Taiwan stock market. We apply the model from Cooper et al. (2006) to investigate market index, industry index and all company in Taiwan stock market from 1971 to 2009. The results show that market index and...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/98946402649525643747 |