The Relationship Between the Investor Sentiment of TFO and Stock Market Index Returns
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 105 === This study discusses the relationships between the investor’s sentiment and stock market returns. This study construct a sentiment index, derived from the implied volatility and historical volatility of options, to analysis the trader’s behavior. The data...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8yhfjd |