Determinants of cross-sectional expected returns : Evidence from international stock markets
碩士 === 逢甲大學 === 財務金融學系 === 105 === The expected return based on the Fama-MacBeth cross-sectional regressions can significantly predict future stock returns (Haugen and Baker, 1996; Hanna and Ready, 2005; Lewellen, 2014). We explore whether the predicting ability of expected return can predict future...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x3d7pz |