| dc.contributor | 財務管理學系 | en_US |
| dc.creator (作者) | 謝劍平 | zh_TW |
| dc.date (日期) | 1998 | en_US |
| dc.date.accessioned | 10-Sep-2014 17:47:13 (UTC+8) | - |
| dc.date.available | 10-Sep-2014 17:47:13 (UTC+8) | - |
| dc.date.issued (上傳時間) | 10-Sep-2014 17:47:13 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/69756 | - |
| dc.description.abstract (摘要) | This paper investigates the random walk and/or memory in Taiwan equity markets. We employ four heteroscedastic-robust testing methods including: (1) conventional unit root tests, (2) resealed range analysis, (3) multiple variance ratio test and (4) re-scaled variance ratio test to examine the dependence for 104 monthly stock price series. The results from the three methods are consistent in that the random walk hypothesis is generally not rejected. This implies that the Taiwan equity market is weak form efficient. | en_US |
| dc.format.extent | 135 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | 行政院國家科學委員會 | en_US |
| dc.relation (關聯) | 計畫編號NSC87-2416-H004-002 | en_US |
| dc.subject (關鍵詞) | 股票市場;上市公司;股票價格;台灣;依賴性 | en_US |
| dc.subject (關鍵詞) | Stock market;Listed company;Stock price;Taiwan;Dependence | en_US |
| dc.title (題名) | 台灣股票市場上市公司股價長短期依賴度檢驗 | zh_TW |
| dc.title.alternative (其他題名) | Long-Term or Short-Term Dependence in Taiwan Stock Market | en_US |
| dc.type (資料類型) | report | en |
