Forecast for Taiwan Stock Market Excess Returns
碩士 === 國立中央大學 === 產業經濟研究所 === 97 === In this paper, we use the idiosyncratic variance and stock market variance jointly forecast Taiwan stock market excess returns. We construct value-weighted and equal-weighted average idiosyncratic variance, and then compare their impact on the results. Our empiri...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/67470337553180236432 |