Investor Sentiment and Market Return
碩士 === 國立中央大學 === 財務金融研究所 === 92 === According to DeLong, Shleifer, Summers and Waldmann（DSSW, 1990）, there are some noise traders who affect the market efficiency. And investor sentiment is one of the important factors. Our study focuses on TSE monthly data from 1985/01 to 2003/12. We choose marke...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57705455122084132844 |