The Relationship between Investor Sentiment, Stock Market Return and Volatility

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 97 === The purpose of this study is to investigate the relationship between investor sentiment, stock market returns and volatility in the Taiwan stock market. The sample period covers from January 1, 2005 to December 31, 2008. We select six proxies for investment s...

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Bibliographic Details
Main Authors: Hui-Chun Chen, 陳慧君
Other Authors: Eliza Wang
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/21303023091340246714