Investor Sentiment and the Cross-Section of Stock Returns: Evidence from Taiwan
碩士 === 國立中正大學 === 財務金融研究所 === 101 === Abstract This study investigates how investor sentiment affects the cross-section of stock returns in Taiwan stock market. The main hypotheses are investor sentiment has effects on securities whose valuations are subjective and difficult to arbitrage. We find th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44055782496860808895 |