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...

Full description

Bibliographic Details
Main Authors: Hsiao-Wei Liu, 劉曉薇
Other Authors: Yi-Lin Wu
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/37613159453786721937