The Impact of International Petroleum Price on the Industry Stock Performance in China
碩士 === 南華大學 === 管理經濟學系經濟學碩士班 === 97 === The primary aim of this paper is to investigate the sensitivity of Chinese industry equity returns to oil price shocks. We use the two factor pricing model to examine the effect of oil price changes on realized stock index returns with beta risk controlled f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75094850184219708256 |