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題名 Asset Pricing and Systematic Liquidity Risk in Taiwan Stock Market
其他題名 系統流動性風險評價模型:台灣股票市場之探討
作者 Chiu, Li-Ting ; Hu, Len-Kuo
邱莉婷;胡聯國
貢獻者 國貿系
關鍵詞 系統流動性評價模型;非流動性因子;資產定價;Pastor and Stambaugh 指標;Amihud 指標
Systematic liquidity; Illiquidity; Asset Pricing; Order-flow liquidity measure of Pastor and Stambaugh; Illiquidity measure of Amihud
日期 2012.12
上傳時間 19-Nov-2013 17:47:19 (UTC+8)
關聯 Review of Securities and Futures Markets, 24(4), 1-38
證券市場發展季刊, 24(4), 1-38
資料類型 article
dc.contributor 國貿系en_US
dc.creator (作者) Chiu, Li-Ting ; Hu, Len-Kuoen_US
dc.creator (作者) 邱莉婷;胡聯國zh_TW
dc.date (日期) 2012.12en_US
dc.date.accessioned 19-Nov-2013 17:47:19 (UTC+8)-
dc.date.available 19-Nov-2013 17:47:19 (UTC+8)-
dc.date.issued (上傳時間) 19-Nov-2013 17:47:19 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/61702-
dc.format.extent 354184 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.relation (關聯) Review of Securities and Futures Markets, 24(4), 1-38en_US
dc.relation (關聯) 證券市場發展季刊, 24(4), 1-38en_US
dc.subject (關鍵詞) 系統流動性評價模型;非流動性因子;資產定價;Pastor and Stambaugh 指標;Amihud 指標en_US
dc.subject (關鍵詞) Systematic liquidity; Illiquidity; Asset Pricing; Order-flow liquidity measure of Pastor and Stambaugh; Illiquidity measure of Amihuden_US
dc.title (題名) Asset Pricing and Systematic Liquidity Risk in Taiwan Stock Marketen_US
dc.title.alternative (其他題名) 系統流動性風險評價模型:台灣股票市場之探討en_US
dc.type (資料類型) articleen