The Dynamics of Investor Sentiment and Returns of Portfolio -Different Frequency Data Analysis
碩士 === 東海大學 === 財務金融學系 === 99 === This study attempts to explore the dynamics between investor sentiment and portfolio returns of Taiwan stock markets under different frequencies data (day, week, month, quarter, year) with the control of Fama and French three-factor model (market, market size and bo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28214286648051234299 |