Attention Effects and Asset Pricing Anomalies
碩士 === 國立中興大學 === 財務金融學系所 === 103 === This study examines anomalies whether exist in Taiwan stock market in the period of 2005 to 2013. In the meantime, we consider the attention effect if affects anomalies in Taiwan stock market or not. First of all, we construct attention effect indices and refer...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/73474733862152389287 |