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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/61702

    Title: Asset Pricing and Systematic Liquidity Risk in Taiwan Stock Market
    Other Titles: 系統流動性風險評價模型:台灣股票市場之探討
    Authors: Chiu, Li-Ting;Hu, Len-Kuo
    Contributors: 國貿系
    Keywords: 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
    Date: 2012.12
    Issue Date: 2013-11-19 17:47:19 (UTC+8)
    Relation: Review of Securities and Futures Markets, 24(4), 1-38
    證券市場發展季刊, 24(4), 1-38
    Data Type: article
    Appears in Collections:[國際經營與貿易學系 ] 期刊論文

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