Reversal of investor sentiment and the cross-section of stock returns
碩士 === 國立東華大學 === 公司理財碩士學位學程 === 97 === Whether investor sentiment has any bearing on asset returns has long been a topic of interest in finance. Baker and Wurgler (2006) find that a wave of investor sentiment has larger effects on securities whose valuations are highly subjective and difficult to a...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57814051557037128680 |