The Relationship between Institutional Investors Sentiment and Futures Returns
碩士 === 銘傳大學 === 財務金融學系碩士班 === 103 === This study examines how institutional investor sentiment influences futures returns, and explores the relationship between optimism /pessimism sentiment and bull /bear market. Using index futures returns as the proxy of market returns, and adopts the Markov Swit...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/40058414867250422375 |