Idiosyncratic Volatility and Cross Sectional Stock Returns
碩士 === 國立臺北大學 === 企業管理學系 === 97 === There has been a lively debate on existence of relationship between idiosyncratic risk and cross-sectional stock returns. In addition, the existing evidences on relationship between idiosyncratic risk and cross section of stock returns are confusing: some find a p...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23777007451263562853 |