Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === The “low volatility anomaly” is one of popular topics in Behavioral Finance recently. One of potential explanations for the low volatility anomaly is investors have a preference for lottery-type payoffs. Fong and Toh (2014) indicated investor optimism increase...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76673552682062787400 |