The Asymmetric Effect of Investor Sentiment and Stock Returns
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 101 === The study first usesprincipal component analysis to construct theindirect sentiment index.The indirect sentiment index is based on the common variation in seven underlying proxies for sentiment: TWSE share turnover rate, the equity share in new issues, the nu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77354952180286207450 |