An Empirical Study of Systematic Risk Influenced by Discontinuous Trading for the Taiwan Stock Market─Adjusted Methods and CAPM
碩士 === 淡江大學 === 金融研究所 === 83 === The market model is widely used in financial fields, but the failure of one of the basic assumptions, independence between the explained variable and the residual item, results in the estima- tion bias of OLS beta in empir...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1995
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27765016946451732589 |