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: | , |
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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/40058414867250422375 |