Factors or Characteristics: A Global Perspective
碩士 === 國立中央大學 === 財務金融研究所 === 93 === We use a large-scale global data to test risk-based factor models against specific non-risk characteristics on individual stocks. We employ the individual cross-sectional regression analysis, suggested by Brennan, Chordia and Subrahmanyam (1998), to test two diff...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/88809088985762552694 |