ASSET PRICING AND THE DIVERGENCE OF OPINION
碩士 === 國立中央大學 === 財務金融學系 === 102 === Abstract Based on Longstaff and Wang(2008), We set a divergence-of-opinion function varies with stock dividend, and construct an asset pricing model incorporating the stock market and credit market. In our model, investors trades both...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14166035563142687787 |