Empirical Study of Greenblatt Magic Formula Components in Taiwan Stock Market

碩士 === 康寧大學 === 企業管理研究所 === 106 === Magic formula is one of the methods of value investing. Its components include the return on capital and the earnings yield. This study takes public traded companies in Taiwan from 2005 to 2016 as the research subject, and ranks the stocks every year with the retu...

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Bibliographic Details
Main Authors: LIAO YING-TING, 廖英廷
Other Authors: LIU, HAN-YU
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/gsba7r