The simpler the better
碩士 === 國立東華大學 === 財務金融學系 === 103 === Traditional wisdom suggests that numerous firm characteristics are correlated with subsequent stock returns. Using standard Fama-MacBeth (FM) test, this paper shows which explanatory variables on average have non-zero expected premiums. Moreover, after integratin...
| Main Authors: | , |
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| Format: | Others |
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2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57920726774613855491 |