The Validity Test of Condition / Unconditional Beta －An Empirical Study of 14 Nations.
碩士 === 國立雲林科技大學 === 財務金融系 === 90 === This thesis has examined the relationship between conditional/unconditional systematic risk and stock return for fourteen markets. The study period starts from Jan. 1980 to Dec. 2001, and key data are retrieved from Datastream, Aremos, and Tej, respectively. Appl...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02742078154040419622 |