The Relationship Between Overnight Returns and Future Stock Prices
碩士 === 國立交通大學 === 財務金融研究所 === 107 === In this paper, we use overnight return (CTO) as an indicator of investor sentiment, and intraday return (OTC) as an indicator of investor sentiment recovery to predict future stock price changes. Firstly, we study the effects of different industries, company cha...
| 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/73dr5t |