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Emerging Markets Finance and Trade. 2018;():1-18. doi: 10.1080/1540496X.2018.1509790 Q13.12025

The Influences of Book-to-Price Ratio and Stock Capitalization on Value-at-Risk Estimation in Taiwan Stock Market

台湾股市账面价格比率与股票资本化对价值风险估计的影响

Wu, Tsung-Che; Huang, Hung-Hsi; Wang, Ching-Ping; Zhong, Yi-Lin

DOI: 10.1080/1540496X.2018.1509790

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Copyright © Emerging Markets Finance and Trade. 中文内容为AI机器翻译,仅供参考!

期刊名:Emerging markets finance and trade

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ISSN:1540-496X

e-ISSN:1558-0938

IF/分区:3.1/Q1

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The Influences of Book-to-Price Ratio and Stock Capitalization on Value-at-Risk Estimation in Taiwan Stock Market