Firm Size and Spillover Effect
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 101 === This paper uses spillover index to measure the spillover effect between the small-, medium-, and large-size firms in US stock market from January 1999 to January 2010. In contrast with previous study, we utilized a generalized vector autoregressive framework...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23286394002936232032 |