Empirical Evidence and Investing Application of Adaptive Markets Hypothesis in S&P500
碩士 === 國立中央大學 === 財務金融學系 === 104 === To decompose the volatility of S&P500 index return, we used macroeconomic factors as rational power and sentimental factors as sentimental power. By comparing the crossing of both powers, we documented the fact that the adaptive market hypothesis (AMH), propo...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04210342587365464349 |