Herding and Style Investing in Volatile Market
碩士 === 國立中央大學 === 財務金融研究所 === 97 === To detect investors'' herd behavior under extreme market condutions, I decompose the cross-sectional variance based on the market risk, size and BM using both the daily and monthly frequency. The results support the rational asset pricing model, which i...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/13136895014571664324 |