采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
本篇文章研究1963年到2006年，特质风险对于股票周收益率横截面数据的影响。
This paper examines the impact of idiosyncratic risk on the cross-section of weekly stock returns from 1963 to 2006.
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