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我国A股市场系统性风险的实证研究 被引量:26
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作者 徐国祥 檀向球 《统计研究》 CSSCI 北大核心 2002年第5期37-41,共5页
It is the first time for the authors to measure the systematic risk of both A share market and each industry of China’s stock market from the year 1994 to 2001 by using all A shares.The authors also analyze the main ... It is the first time for the authors to measure the systematic risk of both A share market and each industry of China’s stock market from the year 1994 to 2001 by using all A shares.The authors also analyze the main causes of the systematic risk of Chian’s stock market. 展开更多
关键词 系统性风险 CAPM模型 A股市场 中国 实证研究
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