The Determinants of Short-Term Expected Stock Returns in Taiwan: Market Sentiment v.s. Fundamental Value
碩士 === 國立政治大學 === 國際貿易學系 === 90 === This article investigates the forecasting power of market sentiment over the stock return in Taiwan stock market. To study the predictability of the stock return, the “real-time” forecasting model suggested by Pesaran and Timmermann (1995) is used to compute one-s...
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| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81046208190426336658 |