An Examination of stock Price Volatility for RIM Model.

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题名:	An Examination of stock Price Volatility for RIM Model.
作者:	Keshin Tswei 郭貞吟 (東方技術學院行銷與流通管理系)
贡献者:	東方技術學院行銷與流通管理系
关键词:	Residual Income Model (RIM) VAR-based Cross-Equation Restriction Test Stock Price Volatility dynamic Stock Price Movement
日期:	2009-07-06
上传时间:	2012-10-23 15:18:05 (UTC+8)
出版者:	Kuala Limpur, Malaysia
摘要:	The purpose of this article is to explore RIM’s (Residual Income Model) ability of explaining Taiwan stock price volatility by using Campbell and Shiller (1987) cross-equation restrictions tests and time-series data, over the period 1998:3 to 2008:2. We find that for aggregate and industrial data, RIM with bivariate model can explain Taiwan stock price volatility and is suitable for Taiwan stock evaluation. However, RIM with trivariate model fail to explain stock price volatility for both data.
關聯:	International Symposium on Finance and Accounting 2009
显示于类别:	[設計行銷系] 會議論文

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