Style Investing Based on Asset Growth
碩士 === 國立交通大學 === 財務金融研究所 === 107 === In this paper we focus on the cause of the asset growth anomaly. Tere are two main explanations for the asset growth anomaly: risk-based theory and mis-pricing theory. This paper follows Lam & Wei (2011) using several factors related to risk-based theory and...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/5js6w6 |