Investor Sentiment and Stock Price Bubble Research

碩士 === 國立臺北大學 === 經濟學系 === 99 === The purpose of this thesis is to test the intrinsic bubble model developed by Froot and Obstfeld (American Economic Review, 1991) in the Taiwanese stock market, using the sample during January 1992 to December 2010. It especially adds the sentiment index to the intr...

Full description

Bibliographic Details
Main Authors: Tan,Chu-Chan, 譚世昌
Other Authors: Guo, Wen-Chung
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/59465625904417644191