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수익반전, 기업고유위험 및 기대수익률에 관한 연구

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Authors

이만선

Advisor
윤계섭
Issue Date
2010
Publisher
서울대학교 대학원
Keywords
기업고유 변동성Idiosyncratic volatility수익반전Expected stock Returns주식수익률Return reversalsFama-MacBeth 횡단면 분석Fama-MacBeth cross-sectional regressions
Description
학위논문(석사) --서울대학교 대학원 :경영학과(재무금융전공),2010.8.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000035057

https://hdl.handle.net/10371/73753
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