The Effects of Sentiments on the Return and Risk of Apple Concept Stocks
碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 104 === Sentiment variables which are market turnover, margin trading, short interest ratio, short sale, and bear market are used to investigate their effect on the returns and risk of Apple concept stocks by using GARCH (1,1) models. Classification between high a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/shh3ka |