Advertising, research and development, and capital market risk: higher risk firms versus lower risk firms

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题名:	Advertising, research and development, and capital market risk: higher risk firms versus lower risk firms
作者:	彭琪祿 Peng, Chi-Lu
贡献者:	財務管理學系 Finance
关键词:	β 風險;獨特風險;廣告;行銷;R&D;分量迴歸;CAPM β-risk;idiosyncratic risk;advertising;marketing;R&D;quantile regression;CAPM
日期:	2012
上传时间:	2014-06-27 10:46:43 (UTC+8)
摘要:	無 This study examines how a firm's advertising and R&D affects the firm's β-risk and idiosyncratic risk, which are metrics of interest to both finance executives and senior management. Due to the existence of a non-normal and heteroscedasticity dataset, we
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Advertising,researchanddevelopment,andcapitalmarketriskhigherriskfirmsversuslowe.pdf		28Kb	Adobe PDF	534	检视/开启

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