A Panel Threshold Regression Approach Taiwan Stock Market Idiosyncratic Risk and Expected Stock Return
碩士 === 國立東華大學 === 財務金融學系 === 102 === The objective of this research is to re-examine the relationship between idiosyncratic risk and expected stock returns using panel threshold regression methods in Taiwan stock market. According to CAPM, idiosyncratic risk should not bear a relationship with exp...
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| Format: | Others |
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2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9285gr |