JER, 第 8-9 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 83 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 244 頁
... returns distribution is far away from normal . First , equity returns are strongly asymmetric : negative returns are followed by larger increases in volatility than equally large positive returns . Accordingly , negative returns of a ...
... returns distribution is far away from normal . First , equity returns are strongly asymmetric : negative returns are followed by larger increases in volatility than equally large positive returns . Accordingly , negative returns of a ...
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Sung Keun | 21 |
Koji Okuguchi Ferenc Szidarovszky Oligopoly with | 51 |
Sukwhan Ahn Chongmin Kim An Explanation | 63 |
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