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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Bibliographic Details
Main Authors: Bo-Zhang Chen, 陳柏彰
Other Authors: Hsin-Han Shen
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/24789457604987015933