關鍵字查詢 | 類別:會議論文 | | 關鍵字:The Taiwan Evidence

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序號 學年期 教師動態
1 89/2 財金系 顧廣平 教授 會議論文 發佈 Important Factors of Estimated Return and Risk:The Taiwan Evidence , [89-2] :Important Factors of Estimated Return and Risk:The Taiwan Evidence會議論文Important Factors of Estimated Return and Risk:The Taiwan EvidenceKu, Kuang-Ping; Lin, William T.淡江大學財務金融學系台灣;預期報酬;風險管理;因素分析;股票市場;敏感度分析;Taiwan;Expected Return;Risk Management;Factor Analyaia;Stock Market;Sensitivity Analysis2001年財務金融學術暨實務研討會論文集=Proceedings of the Annual Research Conference in Finance and Financial Market in the 21st Century台灣財務金融學會; 淡江大學商學院財務金融學系This paper seeks to identify which factors are important forestimating portfolio's expected return and standard deviation in theTaiwan stock market. We have summarized from the existing empiricalliterature a total of 26 factors that may have explanatory power. Theresults of our evaluation show that except for the trading volume, theremaining 25 factors do not seem to help explain the average stockreturns during the July 1985-June 1999 period. However, the power ofthe trading volume to account for the expected returns on the stock isaffected by any changes in
2 89/1 財金系 林蒼祥 教授 會議論文 發佈 Important factos of estimated return and risk : the Taiwan evidence , [89-1] :Important factos of estimated return and risk : the Taiwan evidence會議論文Important factos of estimated return and risk : the Taiwan evidence顧廣平; Ku, Kuang-ping; Lin, T. William淡江大學財務金融學系Tamkang UniversityConference Proceedings of Year 2000 International Conference on e-Commerce in the 21st Century, Taipeitku_id: 000108144; 000103705;Made available in DSpace on 2009-11-30T09:41:03Z (GMT). No. of bitstreams: 0en<links><record><name>機構典藏連結</name><url>http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23478</url></record></links>
3 89/1 財金系 顧廣平 教授 會議論文 發佈 Important factos of estimated return and risk : the Taiwan evidence , [89-1] :Important factos of estimated return and risk : the Taiwan evidence會議論文Important factos of estimated return and risk : the Taiwan evidence顧廣平; Ku, Kuang-ping; Lin, T. William淡江大學財務金融學系Tamkang UniversityConference Proceedings of Year 2000 International Conference on e-Commerce in the 21st Century, Taipeitku_id: 000108144; 000103705;Made available in DSpace on 2009-11-30T09:41:03Z (GMT). No. of bitstreams: 0en<links><record><name>機構典藏連結</name><url>http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23478</url></record></links>
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