The effect of the alternation in the ruling party on three-factor risks and returns in ETF : the case of presidential elections in Taiwan
Year of publication: |
2016
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Authors: | Chen, Chia-Pin ; Liu, Ying Sing ; Hsu, Chih-Wen |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 4/6, p. 797-811
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Subject: | Alpha value | effect of alternation of ruling parties | ETF | political uncertainty | three-factor risks | Risiko | Risk | Taiwan | Indexderivat | Index derivative | Politische Partei | Political party | Präsidentschaftswahl | Presidential election | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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