Idiosyncratic Risk and Stock Returns: Empirical Analysis of Taiwan Stock Market
碩士 === 亞洲大學 === 國際企業學系碩士在職專班 === 103 === ABSTRACT The previous studies on momentum and reversal strategy mostly adopt rate of return on stocks to construct portfolios. By following the residual strategy proposed by Blitz, Huij, Lansdorp and Verbeek (2013), this paper tries to explore whether their s...
| 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/59418460371486022574 |