Idiosyncratic Volatility of Stock Returns: An International Evidence
碩士 === 元智大學 === 財務金融學系 === 94 === This study examines the predictive ability of idiosyncratic volatility in the UK and the Japanese markets. The results show that idiosyncratic risk has been rising during the 1990’s and that the behavior of idiosyncratic volatility of small stocks is different from...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66946900918640146469 |