Cakici, Nusret; Topyan, Kudret; Wang, Chia-Jane - In: Review of Pacific Basin Financial Markets and Policies … 17 (2014) 02, pp. 1450010-1
This paper provides an analysis of the effectiveness of certain return predictors in Taiwan Stock Exchange (TWSE) from January 1990 to December 2011 by employing both portfolio method and cross-sectional regressions. While we found no statistically significant predictive power of beta, total...