Relationship Between Herding Behavior in the Taiwan Stock Market and Investor's Sentiments: An Analysis Using the State - Space Model
碩士 === 國立臺北大學 === 經濟學系 === 98 === This study examines investors’ herding behavior in the entire stock market and individual industries of Taiwan. First, we used the state-space model to investigate the relationship between herding behavior and investors’ sentiments. The samples are from January 3, 1...
| Main Authors: | , |
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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/35558787383571824007 |