An Empirical study on the relation of Taiwan stock market volatility and macroeconomics volatility
碩士 === 東海大學 === 企業管理學系碩士班 === 89 === ABSTRACT According to Campbell, Lettau, Malkiel and Xu(2001), this paper uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. Over the period 1981-2000 there has been a noticeable increase in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00308071309048230796 |