The effects of investor sentiment and herding behavior on momentum profits

碩士 === 亞洲大學 === 財務金融學系碩士班 === 98 === This study explores the effect of herding behavior and investor sentiment on momentum profits for stocks listed on the Taiwan Stock Exchange from 2002 to 2008. The empirical results show that short-term momentum profits hold and long-term contrarian profits hold...

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Bibliographic Details
Main Authors: Wen-Chueh Ting, 丁文珏
Other Authors: Kuei-Yuan Wang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/78577261089450047989