Essays on Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies
博士 === 國立中央大學 === 財務金融研究所 === 96 === This study contains two essays on factors, characteristics and asset-pricing anomalies. Essay 1: Do Relative Leverage and Relative Distress Really Explain Size and Book-to-Market Anomalies? In a CAPM framework, Ferguson and Shockley (2003) argue that size and val...
| 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/43121976560298377942 |