A Study on the Relationships between Behavioral Finance Bias and Stock Returns in Taiwan Market by Using Granger Causality Test

碩士 === 中原大學 === 工業工程研究所 === 102 === Abstract Efficient Market Hypothesis assumes that most of the investors in the market are rational, and that the market information can quickly be reflected in the market price. Many stock return phenomenons like the January Effect are observed which can’t be expl...

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Bibliographic Details
Main Authors: Chi-Cheng Ho, 何基正
Other Authors: Kuo-Hwa Chang
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/q4h52k