Heterogeneous Beliefs in Price-Volume Relationship of Taiwan Stock Market

碩士 === 國立政治大學 === 經濟學系 === 97 === Heterogeneous beliefs, which revise the basic assumption of traditional asset pricing theory- Homogeneous beliefs, study the impact on asset pricing by different information owned and referred by investors. I use the model derived from Banerjee(2008)to estimate the...

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Bibliographic Details
Main Authors: Liu, Lung Peng, 劉龍鵬
Other Authors: Mao,Wei Lin
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/49661391073763110884