The Effect of Investor Sentiment on Short-run and Long-run Returns
碩士 === 國立東華大學 === 公司理財碩士學位學程 === 97 === Baker and Wurgler (2006) showed that the cross-section of future stock return is conditional on beginning-of-period proxies for sentiment.When sentiment is estimated to be high, stocks that are attractive to optimists and speculators—small stocks, high -vol...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/38964305818904295652 |