JER, 第 8 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2003 |
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第 1 到 3 筆結果,共 49 筆
第 22 頁
... returns . However , previous studies suggest that market betas do not adequately explain cross - sectional differences in stock returns even when market betas are the only explanatory variable . Instead , other idiosyncratic variables ...
... returns . However , previous studies suggest that market betas do not adequately explain cross - sectional differences in stock returns even when market betas are the only explanatory variable . Instead , other idiosyncratic variables ...
第 39 頁
... returns , and , moreover , the greater the beta change , the greater the change of aver- age returns . These are as suggested by the beta pricing model . The top of Figure 6 graphs the results of Table I and apparently shows the ...
... returns , and , moreover , the greater the beta change , the greater the change of aver- age returns . These are as suggested by the beta pricing model . The top of Figure 6 graphs the results of Table I and apparently shows the ...
第 44 頁
... returns , " Journal of Finance 51 , 1996 , 3- 53 . Keim , Donald B , “ Size - related anomalies and stock return seasonality , " Journal of Financial Economics 12 , 1983 , 13-32 . Keim , Donald B , and Gabriel Hawawini , " The cross ...
... returns , " Journal of Finance 51 , 1996 , 3- 53 . Keim , Donald B , “ Size - related anomalies and stock return seasonality , " Journal of Financial Economics 12 , 1983 , 13-32 . Keim , Donald B , and Gabriel Hawawini , " The cross ...
內容
Dongcheol Kim Detecting Structural Shifts of | 21 |
22 | 39 |
Koji Okuguchi Ferenc Szidarovszky Oligopoly with | 51 |
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