The Effect of Market Sentiment Indicators on Stock Market Volatility and Excess Returns:Empirical in Taiwan Market
碩士 === 長庚大學 === 工商管理學系 === 102 === In this paper, VIX, ARMS, and PC as market sentiment indicators, (1) the size of the market value of listed stocks in Taiwan were divided into five equal parts, (2) the size of the share price of listed stocks in Taiwan were divided into five equal parts, (3) the T...
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Format: | Others |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/67rczs |