台灣證券市場反映財報資訊變動之效率性

碩士 === 國立中正大學 === 財務金融研究所 === 100 === We use all stocks in the Taiwan stock market from 1981 to 2011 to explore whether portfolios constructed based on the change of several financial information can obtain abnormal returns. The results confirm that the change of earning information is positively wi...

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Bibliographic Details
Main Authors: Huang, Yu-Feng, 黃鈺峰
Other Authors: Chen, Li-Wen
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/68126213164973514441