How stocks performance of the quarterly magazine recommened ?
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 101 === In this paper, we employ Event Study to explore cumulative returns of two quarterly magazines: Investment quarterly and Commercial Times. Next, we use Fama-French three-factor model as the basis to discuss the stock performance of two quarterly magazines. Fi...
| 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/71878430539846872361 |