Idiosyncratic Risk, Firm Characteristics and Stock Returns - Evidence of the Taiwan Stock Market
碩士 === 亞洲大學 === 財務金融學系 === 103 === This paper studies the relationship between the Taiwan stock market, idiosyncratic risk and return on equity. In the Taiwan’s stock market, the idiosyncratic risk does not have clear trend for a long time, a result consistent with Bekaert et al., (2012) in idiosync...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3bhy63 |