Shyu, So‐de; Jeng, Yi; Ton, W.H.; Lee, Kon‐jung; … - In: Managerial Finance 32 (2006) 11, pp. 915-947
for Taiwan stock universe using fundamental technical descriptors and then to apply the equity market neutral investing … using multiple‐factor models as a tool. Design/methodology/approach – This study constructs a Taiwan equity multi …Purpose – Taiwan OTC market is an electronic, order driven, call market. The purpose of this paper is to gain …