A Cross-Country Analysis of Idiosyncratic Volatility
碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 103 === This study examines the relationship between idiosyncratic volatilities and cross-sectional stock returns in international markets. Long-short portfolios are formed by sorting on idiosyncratic volatilities of stocks in each country. Similar to the evide...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/21522052348369945763 |