Relationships between Investor Sentiments and Futures Returns under Bear and Bull Markets
碩士 === 國立高雄第一科技大學 === 金融營運所 === 97 === This article aims to investigate the relationship between market investor sentiments and futures intradaily returns under bear and bull markets. We differentiate bear and bull markets based on Fabozzi and Francis(1977), analyzing whether the spot market return,...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/76708659115100570192 |