Idiosyncratic volatility and equity returns: Evidence from Asian stock markets
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 99 === Risk and return has been a concern of investors, the paper examines a single factor model and three factor model to calculate stock returns by regression analysis of Asian stock markets (Japan, Taiwan, South Korea, Hong Kong, Thailand ,Singapore) between id...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/52277418153644718898 |