The Impacts of Investor Sentiment on Currency Momentum
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 104 === This thesis empirically investigates the impacts of investor sentiment on currency portfolio returns based on momentum strategies. During the period of higher investor sentiment, currency momentums present statistically significant at t=0 while portfolio o...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81120699945354744622 |