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Browsing Acctn - Independent Studies by Subject "asset pricing model"

Browsing Acctn - Independent Studies by Subject "asset pricing model"

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  • Characteristic approach to high risk low return puzzle in SET 
    Putchara Poomgumarn (Chulalongkorn University, 2019)
    Theoretically investing in high risk asset generates high return. However, actual payoff in market is in the opposite side. In several empirical studies documented high risk stocks paid low return even lower than the ...