Examining Style Preference of Individual Investors and Style Returns in TAIEX Options Market
碩士 === 國立高雄第一科技大學 === 金融理財研究所 === 98 === Kumar‟s study(2009) shows that individual investors systematically shift their preferences across extreme style portfolios(small versus large, value versus growth). These preference shifts are influenced by past style returns and earnings differentials, and a...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/63599334220869943688 |