The effect of market sentiment indicators on the stock price

碩士 === 台南科技大學 === 商學與管理研究所 === 97 === This study investigates the effect of option and stock market sentiment indicators on the stock price changes using the regression and Garch (1, 1) models in Taiwan. The empirical results are as follows. First, we find the stock market turnover is a positive mar...

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Bibliographic Details
Main Authors: Ya-Hua Tang, 唐雅華
Other Authors: Wen-Shiu Kuo
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/71892176271497955920