Autor:	黃世偉
Rok vydání:	2011
Druh dokumentu:	學位論文 ; thesis
Popis:	99 Survival analysis focuses on the distribution of survival times and models the time it takes for events to occur. A Cox model is a well-recognized statistical technique for exploring the relationship between the survival of a patient and several explanatory variables. By regarding underpricing stock as a patient, we apply Cox model to determine whether or not the underpricing stock will be unlisted in the near future. Empirical evidences show that Cox model has remarkable ability to recognize the events that the underpricing stocks will be unlisted or not. Hence, we can find out excessively underpricing stocks through Cox regression model.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/37277805709985398016 Zobrazit plný text záznamu