| DC 欄位 |
值 |
語言 |
| DC.contributor | 財務金融學系 | zh_TW |
| DC.creator | 蔡依恬 | zh_TW |
| DC.creator | I-Tien Tsai | en_US |
| dc.date.accessioned | 2007-7-9T07:39:07Z | |
| dc.date.available | 2007-7-9T07:39:07Z | |
| dc.date.issued | 2007 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=944208003 | |
| dc.contributor.department | 財務金融學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 本文選用兩種抽樣方法: 以公司規模和權益市值比為基準衡量的配對抽樣以及隨機抽樣，並以台股為兩兩比較的基準，重新選取日股以及美股，再以兩階段模型、四因子模型和兩種條件模型比較。
由配對抽樣的結果發現，除了公司規模和權益市值比之外，還有其他的因素造成了日、美、台三國股市的差異。另外，以隨機抽樣的結果發現，台股的某些市場特性並不是因為樣本數較少而造成，這些特性是確實存在於台灣股市的。 | zh_TW |
| dc.description.abstract | We use paired sample on the basic of size and book-to-market equity and random sample to choose Japanese and US stocks to compare with Taiwanese stocks individually.
We find that other reasons that influence stock returns in addition to size and book-to-market equity. Besides, we also find that some characteristics of Taiwan stock market exist certainly, and this characteristics are not fewer samples in the market. | en_US |
| DC.subject | 隨機抽樣 | zh_TW |
| DC.subject | 配對抽樣 | zh_TW |
| DC.subject | 因子模式 | zh_TW |
| DC.subject | 條件模型 | zh_TW |
| DC.subject | paired sample | en_US |
| DC.subject | factor model | en_US |
| DC.subject | random sample | en_US |
| DC.subject | conditional model | en_US |
| DC.title | 從日、美看台灣股市的資產定價實證研究 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | The Empirical Research of Asset Pricing in Taiwan Stock Market from Japan and US | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |