The Relationship between Implied Idiosyncratic Volatility and Stock Returns
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 105 === Current literature is inconclusive as to whether idiosyncratic risk influences future stock. Earlier studies are based on historical realized volatility to estimate expected idiosyncratic volatility. However, Diavatopoulos, Doran and Peterson (2008) found tha...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89514302285575873401 |