The Spillover Effect of Investor Sentiment on Stock Returns:Empirical Evidence from US, UK and Japan
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 96 === This study investigates whether investor sentiment helps predict the return premiums of size portfolios, of value portfolios, and of momentum portfolios in the U.S., U.K., and Japanese stock markets and whether investor sentiment helps predict important macroec...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45448172573567098001 |