Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Mei-Chu Ke"'
Autor:
Mei-Chu Ke, 柯美珠
91
Tick size refers to the minimum price variation mandated by the stock exchange authority. If tick size were larger than warranted by the equilibrium condition, tick size would become a binding constraint on stock prices. The issue of how tick
Tick size refers to the minimum price variation mandated by the stock exchange authority. If tick size were larger than warranted by the equilibrium condition, tick size would become a binding constraint on stock prices. The issue of how tick
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/30256506196570893803
Publikováno v:
International Review of Economics & Finance. 83:312-329
Publikováno v:
The Quarterly Review of Economics and Finance. 84:271-284
Publikováno v:
The European Journal of Finance. 25:1194-1210
This study examines market efficiency levels for the 16 European major stock markets in response to the 2018 financial crisis. Stochastic dominance is used to investigate the existence of four popu...
Publikováno v:
Managerial Finance. 42:999-1016
Purpose The purpose of this paper is to examine the dividend policy for firms listed on the Taiwan Stock Exchange. The results are consistent with the prediction of the catering theory in that managers choose a dividend policy to cater to the demand
Publikováno v:
Pacific-Basin Finance Journal. 36:123-133
Some recent studies document that the value or size anomaly has reversed, weakened or disappeared in a number of major stock markets since the 1990s. Two risk-adjusted methods, the Sharpe ratio and the CAPM model, and a non-risk-adjusted method, the
Publikováno v:
The North American Journal of Economics and Finance. 53:101190
The ambiguous return pattern for the PEGR (the ratio of the stock’s price/earnings to its estimated earnings growth rate) strategy has been documented in literature for the US stock markets. As stock prices and earnings per share (EPS) are objectiv
Publikováno v:
Managerial Finance. 40:137-156
Purpose – This study uses stochastic dominance (SD) theory to examine whether the traditional festival, such as the Spring Festival (often in February), affects the patterns of monthly anomaly for the Taiwan Stock Exchange (TWSE). The paper aims to
Publikováno v:
International Review of Economics & Finance. 27:330-344
This paper examines the impact of increased transparency on market quality for stocks listed on the Taiwan Stock Exchange in the pre- and post-period of enhanced transparency starting from January 1, 2003. The Taiwan Stock Exchange discloses unexecut
Autor:
Tung Liang Liao1, Mei-Chu Ke2
Publikováno v:
International Journal of Finance. 2002, Vol. 14 Issue 1, p2199-2137. 19p. 8 Charts.