The Max Effect in China
碩士 === 逢甲大學 === 財務金融學系 === 107 === From January 1991 to November 2018, we use data in China to examine the relation-ship between prior extreme positive return and future stock returns. Past studies show that the extreme return (MAX) cannot explain the idiosyncratic volatility (IVOL) anom-aly. Howeve...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7yrsns |