Stock Return and Investor Sentiment -Evidences from Earnings Announcement
碩士 === 銘傳大學 === 財務金融學系碩士班 === 98 === In this paper, I examine the influences of investor sentiment on the stock market response to earnings announcements. I use the recently developed measure of investor sentiment by Baker and Wurgler(2006). I use the event study methodology to examine the 3-day abn...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12441113091912160313 |