The Determinants of Idiosyncratic Risk in U.S. Market
碩士 === 元智大學 === 財務金融學系 === 94 === This study examines the idiosyncratic risk of U.S. stocks for the period from 1962 to 2004. The aggregated idiosyncratic risk is demonstrated to have increased with time, while the percentage of each risk component has remained relatively stable. I also examine firm...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28907181712675281272 |