The Predictive Power of Investor Sentiment for Market Returns
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 103 === This study adopts four measures of investor sentiment from the stock market and derivative markets to examine the predictive power of investor sentiment for market returns. The four proxies include stock market turnover, volatility Index (VIX), put/call v...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2q5u8s |