The Performance Persistence of Taiwan 50 Index Component Stocks
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 106 === The paper evaluates the performance persistence of Taiwan 50 Index component stocks from 2003 to 2016. By using Jarque-Bera test, test for randomness, Hurst exponent, we desire to verify the existence of Weak-form EMH and performance persistence. Moreover, for...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/va55ww |