The Dynamic Analysis of Default Risk, Liquidity Risk and Equity Return
碩士 === 國立交通大學 === 管理科學系所 === 96 === When distress events happen, informed traders and liquidity traders will adjust their investment portfolios or get in or out from equity market, inducing market liquidity condition to change over time. Furthermore, the deterioration of market liquidity will cause...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18006105278883387398 |