Conditional Skewness in Asset Pricing- Empirical Study From Taiwan Security Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === If asset returns have systematic skewness, expected returns should include rewards for accepting this risk. The goal of this paper is to examine the linkage between the empirical evidence on these additional factors and systematic coskewness. Our study is to take...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41160359080078382554 |