Idiosyncratic Risk and Returns in the Taiwanese Stock Market
碩士 === 國立中央大學 === 經濟學研究所 === 99 === Ang et al. (2006, 2008) proposed that low expected average return with high idiosyncratic volatility appears in U.S. data and G7 countries. Hence, this pattern of the cross-sectional expected average return found by Ang et al. (2006, 2008) is what we call iv puzzl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45457390000293464750 |