The Relationship between Corporate Characteristics and Conditional Skewness : Evidence from Taiwan Stock Market
碩士 === 國立高雄第一科技大學 === 運籌管理系企業管理碩士班 === 102 === The normal distribution of stock returns is most commonly adopted in traditional portfolio theory. However, it is well documented that stock returns are asymmetrically distributed. In this study, it is based on a sample of stock return among Taiwan mark...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3vz7t2 |