Idiosyncratic Volatility of Stock Returns: An International Evidence
碩士 === 元智大學 === 商學碩士班(財務金融學程) === 94 === This study examines the predictive ability of idiosyncratic volatility in the UK and the Japanese markets. The results show that idiosyncratic risk has been rising during the 1990’s and that the behavior of idiosyncratic volatility of small stocks is differen...
| 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/86893549749928819004 |