Market uncertainty, Investor attention and Stock-bond return relationship
碩士 === 銘傳大學 === 財務金融學系碩士班 === 107 === This paper investigates the existence of flights from stocks to bonds when the stock market uncertainty and investor attention are considered simultaneously. We use U.S stocks over the period 2005.01 to 2017.07 as a sample and use the Logistic regression model t...
| 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/qqv4su |