完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.author | Shigeyuki Hamori | |
| dc.contributor.author | Akira Tokihisa | |
| dc.date.accessioned | 2020-08-24T05:36:46Z | - |
| dc.date.available | 2020-08-24T05:36:46Z | - |
| dc.date.issued | 2002/04/01 | |
| dc.identifier.issn | issn16070704 | |
| dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2171 | - |
| dc.description.abstract | This paper performs seasonal integration tests based on stock price indices for the G7 countries. Nonseasonal unit roots were found in all countries. This implies that the (1− B)_x000D_ filter is all that is needed to obtain the stationarity of stock prices, and the inclusion of dummy variables is all that is needed to consider seasonality in stock prices. | |
| dc.description.sponsorship | 逢甲大學 | |
| dc.format.extent | 8 | |
| dc.language.iso | 英文 | |
| dc.relation.ispartofseries | international journal of business and economics | |
| dc.relation.isversionof | Volume1No1 | |
| dc.subject | seasonal integration|stock prices|monthly effects | |
| dc.title | Some International Evidence on the Seasonality of Stock Prices | |
| dc.type | 期刊篇目 | |
| 分類: | Volume01,No.1 | |
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