The Asymmetrical Effects of Idiosyncratic Volatility on Stock Returns
碩士 === 國立交通大學 === 財務金融研究所 === 106 === The emergence of Ang et al. (2006) is the origin of the IVOL puzzle. Different times, countries, industries and companies will make the outcomes on relationship between IVOL and stock returns so different. As a result, past research has not been consistent. ...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/h7nzbb |