A Study to Examine the Relation between Idiosyncratic Risk and Expected Stock Returns
碩士 === 國立臺北大學 === 企業管理學系 === 107 === The relation between idiosyncratic risk and expected stock returns is inconclusive in the prior studies, which employ different models estimating idiosyncratic risk. As pointed out by Fama (1998), many stock market anomalies may be resulted from bad-model problem...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9kkx7d |