源_品职助教 · 2021年11月18日
嗨,从没放弃的小努力你好:
Compared with CAPM model, its prediction is more accurate.
It considers both segmentation and integration.
It takes into account the liquidity risk premium.
Highly integrated markets are likely to be relatively liquid, and illiquidity is one reason that a market may remain segmented
----------------------------------------------就算太阳没有迎着我们而来,我们正在朝着它而去,加油!