An Empirical Study of Myopic Loss Aversion on Taiwan Security Risk Premium
碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === ABSTRACT This study investigates equity risk premium in Taiwan from three points of views, expected return based on fundamentals, time-varying risk and average evaluation horizon according to the MLA hypothesis. Firstly, we find that the risk premiums estimate...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/13227874902274649696 |