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

CHUR > College of Management > Department of Finance > Journal Articles > Item 987654321/35705

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Title:	Advertising, research and development, and capital market risk: higher risk firms versus lower risk firms
Authors:	彭琪祿 Peng, Chi-Lu
Contributors:	財務管理學系 Finance
Keywords:	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
Date:	2012
Issue Date:	2014-06-27 10:46:43 (UTC+8)
Abstract:	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
Appears in Collections:	[Department of Finance] Journal Articles

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