The Relationship Between Idiosyncratic Volatility and Stock Returns
碩士 === 中原大學 === 國際貿易研究所 === 98 === Abstract The vast literature on asset pricing mainly focuses on the role of systematic risk, and less on idiosyncratic volatility. Based on this consideration, in this study, we take the component companies in the Taiwan 50 Index as sample objects to study the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rmzgcs |