Individual Sentiment, Idiosyncratic Risk and Stock Returns
碩士 === 國立東華大學 === 會計與財務碩士學位學程 === 100 === This paper examines the relationship among the individual sentiment, return reversal, idiosyncratic risk and stock return. The empirical results are as follows : first, we find that the value-weighted portfolio of high idiosyncratic risk tends to have lower...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/93475366828948540223 |