The Study on the Return Dispersion and Average Correlation:The Case of Taiwan Stock Market
碩士 === 國立臺北大學 === 國際企業研究所 === 96 === The main purpose of the study discusses the firm return dispersion and average correlation in Taiwan stocks from July 1, 2003 to October 31, 2007. We analyze individual firm-level stocks returns volatility across 19 industry groups, and examine the relation betwe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88366098906243403077 |