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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Bibliographic Details
Main Authors: Fang Ying Su, 蘇芳瑩
Other Authors: C. Y. Tsao
Format: Others
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/67rczs