Essays on Pricing Anomalies and Investor Sentiment
博士 === 國立中央大學 === 財務金融研究所 === 94 === This study contains two essays about pricing anomalies and investor sentiment. Essay 1 examines the robustness of covariance risk and pricing anomalies. By trimming extreme observations, we reexamine the competition between the factor model and the characteristic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2u4znm |