Default Risk, Investor Lottery Preference and Equity Return
碩士 === 國立交通大學 === 財務金融研究所 === 107 === We examine whether stock returns are related to the probability of default, the probability of extremely high payoffs, liquidity, and the systematic default risk. In asset pricing test, we consider market skewness and mispricing factors in addition to Fama-Frenc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8n22xx |