On the Idiosyncratic Volatility in Emerging Market
碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 103 === We investigated the correlation between idiosyncratic volatility and expected return, and further examined the determinants of idiosyncratic volatility in Taiwan stock market. Our study was based on Campbell et al. (2001) method to estimate the idiosync...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/65972782619246054370 |