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Autor:
Kuo, Hsiu-Hua, 郭秀樺
106
This paper is based on the four-factors model of excess returns of foreign exchange. Firstly, we constructed CAR, MS and VALUE factors using HML(high minus low), linear weighted and rank weighted methods and also constructed 4 portfolios for
This paper is based on the four-factors model of excess returns of foreign exchange. Firstly, we constructed CAR, MS and VALUE factors using HML(high minus low), linear weighted and rank weighted methods and also constructed 4 portfolios for
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/ag2v64
