The Impact of Fama-French Three Factors Model and Investor Sentiment on Stock Returns
碩士 === 朝陽科技大學 === 財務金融系 === 107 === The purpose of this study is to investigate how investor sentiment influences stock returns. We divide the markets into three states, bull, bear, and neutral. By using principal component analysis (PCA), we analyze some investor sentiment indicators to form a comp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/w27627 |