Idiosyncratic Risk and Capital Outlays
碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === This paper uses stock return and two-factor market model to get the estimates of idiosycratic risk. Our sample includes publicly traded firms listed on NYSE、NASDAQ、AMEX. We use the Least Squares Dummy Variable Model(LSDV) to examines the relation between idiosync...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/37613159453786721937 |