Style Rotation and Stock Price Comovement :An Example of Taiwan IC Industry.
碩士 === 國立雲林科技大學 === 財務金融系 === 103 === The paper examines the rotation of the stock style which is proposed by Boyer (2011), the label comovement. During January 1999 to December 2012, employing the data from supply chain in IC industry, value stocks, and growth stocks, analyze the comovement among t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/d5faa3 |