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碩士 === 國立東華大學 === 國際經濟研究所 === 90 === In this paper we empirically investigate the issue of beta instability and whether there is a differential tendency for beta risk to mean-revert across industries in the Taiwan stock market from 1980 to 2001. Our key results are as follows. In the three seven-yea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76691676269141770419 |