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Autor:
Zong-hang Han1, Zhi-ming Wang1,2 zhi820426@163.com, Zhi-ping Sun1, Bing-rong Zhang1, Wei-feng Rao1
Publikováno v:
China Foundry. Jul2023, Vol. 20 Issue 4, p339-346. 8p.
Autor:
Zong-Hang Han, 韓宗航
90
In this paper we empirically investigate the issue of beta instability and whether there is a differential tendency for beta risk to mean-revert across industries in the Taiwan stock market from 1980 to 2001. Our key results are as follows. I
In this paper we empirically investigate the issue of beta instability and whether there is a differential tendency for beta risk to mean-revert across industries in the Taiwan stock market from 1980 to 2001. Our key results are as follows. I
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/76691676269141770419