THE ANALYSIS OF THE RELATIONSHIP BETWEEN INVESTOR SENTIMENT AND FINANCIAL MARKETS--THE EXAMPLE OF THE ABNORMAL RANGE
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 96 === This thesis constructed an investor sentiment index from ranges using the daily data of Taiwan weighted stock index and the five minute data of the future index. We use liner regressions to estimate the general relationship between the sentiment index and t...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58290435786783519311 |