The Relation between Idiosyncratic Risk and Expected Short-run Return
博士 === 義守大學 === 管理碩博士班 === 103 === This paper examines the relation between idiosyncratic risks and expected returns on the main board of Hong Kong stock market. In contrast to the method used by Ang, Hodrick, Xing & Zhang (2006, 2009) and Fu (2009) to measure idiosyncratic risk, this paper adap...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91320251251203339727 |