The Effects of Invester’s Sentiment on the Volatility of S&P 500 index
碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === This study mainly investigates the effects of Invester’s Sentiment on the Volatility of S&P 500 index, and mainly to the US market as the research object. We use Panel data to estimate the mixed regression model. The main purpose of the relevant specific...
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/03353389835221672820 |