Testing the Validity of Residual Income Valuation Model in Predicting Cross-sectional Stock Returns

碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 106 === Based on the residual income valuation model proposed by Frankel and Lee (1998), accompanied by earnings forecast model of Hou et al. (2012), this study additional incorporates four earnings quality signals into the explanatory variables of earning forecas...

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Bibliographic Details
Main Authors: Hui-ChinTsai, 蔡惠琴
Other Authors: Ting-Kai Chou
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/773faq