An Investigation of Liquidity-Adjusted VaR on Foreign Issuers Stocks

碩士 === 靜宜大學 === 會計學系 === 104 === This study explores the factors of risk-based values related to the Taiwan's first listed on the Taiwan Stock Exchange stocks 24 stocks listed on the first shift ended January 1, 2013 until December 31, 2014 as samples, and explore and Liquidity risk The value o...

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Bibliographic Details
Main Authors: Lee, Cheng-Tsu, 黎承祖
Other Authors: Tsai, Chui-Chun
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/94360834767255622880