市場情緒與股票報酬之研究
The main purpose of this paper is to investigate the effect (if any) of investor sentiment on asset prices. To calibrate the ability of various market sentiment variables in forecasting stock returns, we followed the recursive regression methodology by Pesaran and Timmermann (1995,2000), taking int...
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| Language: | 英文 |
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國立政治大學
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| Subjects: | |
| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22A2002001520%22. |