Recent Dynamics of Idiosyncratic Volatility: Evidences from Mutual Fund Holding and Derivatives Trading
碩士 === 國立交通大學 === 財務金融研究所 === 103 === This paper is that we present researching recent trend of relationship Idiosyncratic Risk and Return Volatility. In the presence of information risk, we find that the participation of the industry of mutual fund in the stock market will increase the market effic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/vp4ebg |