Beta and return change around the ex-right dates in the Taiwan stock market
碩士 === 淡江大學 === 財務金融學系 === 85 === The market model is widely used in financial field,but the failure of oneof the basic assumptions,independence between the explained variable and theresidual item,results in the estimation bias of the OLS beta in empirica...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06259009300929509948 |