The Predictability of Consumer Sentiment on Stock Returns

碩士 === 國立中央大學 === 財務金融研究所 === 93 === Whether investor sentiment has any bearing on asset returns has long been a topic of interest in finance. This paper studies the relationship between changes in sentiment as measured by changes in the University of Michigan consumer sentiment index on stock marke...

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Bibliographic Details
Main Authors: Chen-Ing Lee, 李呈穎
Other Authors: Keng-Yu Ho
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/68662892825930744736