investor attention and momentum
碩士 === 國立中央大學 === 財務金融學系 === 105 === Da, Engelberg and Gao(2011) propose a new investor attention index using search volume index in Google.This study explore the relationship between SVI and momentum in Taiwan stock market. We analyze all listed companies from 2008 to 2012. The empirical result fin...
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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/24789457604987015933 |