Corporate Governance, Learning and Stock Returns
碩士 === 國立交通大學 === 財務金融研究所 === 104 === The learning effect is: from 1990 to 2000, we can use the E Index to explan the excess return, however, the correlation disappeares subsequently. We use the method of Bebchuk et al. (2009) to construct the E Index, and use the factors in Fama-French five-factor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/y75v42 |