人口結構變化對股票市場報酬影響
This study examine the reactions in different portfolios under demographic changes for a deeper scope of the equity market. By six features: 1) beta 2) volatility 3) non-systematic risk 4) size 5) B/M 6) D/P, we distribute stocks into high or low level groups and test the reactions in each of these...
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| Language: | 英文 |
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國立政治大學
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| Subjects: | |
| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0102357032%22. |