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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/71892176271497955920 |