An Empirical Study on Herding and Prospect Theory in Taiwan Stock Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 99 === Within the CAPM framework, beta is a constant, there is academic demonstrate constant beta can be underestimated or overestimated already, for instance: Baur and Schulze (2010). There are many academics demonstrate time-varying beta in the past, but there is...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92883417285197407051 |