Information Risk, Price Jumps, and Stock Price Momentum
碩士 === 元智大學 === 商學碩士班(財務金融學程) === 101 === Empirical financial evidence shows the stock price jump can be explain by information risk. Existing studying find the information risk is a pricing factor for explain the return anomalies. In our paper, we want to investigate the relation between jump orien...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/25108396851095925209 |