Eva Tu

PriceWaterhouseCoopers LLP

1301 Avenue of the Americas

New York, NY 10019

United States

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Scholarly Papers (1)

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Factor Models Under Firm Characteristics in Emerging Markets: A Study of Taiwan Stock Returns

Number of pages: 22 Posted: 19 Jul 2000
Anlin Chen and Eva Tu
National Sun Yat-sen University - Department of Business Management and PriceWaterhouseCoopers LLP
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Abstract:

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Stock returns, common factors, firm characteristics, Fama-French model, momentum strategy, trading volume strategy