The Impact Of Investor Sentiment On Stock Returns: Intra-day Evidence From Taiwan
碩士 === 靜宜大學 === 財務金融學系 === 100 === The study investigates the relationship between investor sentiment and the excess returns of the common stocks in the Taiwan Stock Exchange. We firstly construct a complex sentiment index by principal component analysis for all the sentiment indexes and analyze its...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06461164795627744608 |