The Effect of Investment Sentiment on the Semiconductor Stock Return in Taiwan：An Application of Panel Smooth Transition Regression Model
碩士 === 中原大學 === 國際經營與貿易研究所 === 102 === This thesis rewrites the three-factor model, developed by Fama and French (1993), as a panel smooth transition regression framework, and uses the volatility index (VIX) and credit default swap (CDS) as the transition variables in the framework, to evaluate...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/ch2sx5 |