Predictability Of Sentiment Indicators On The Stock Market

碩士 === 中國文化大學 === 國際企業管理學系 === 100 === The thesis tries to employ sentiment indicators to figure out the possible abnormal returns in the Taiwan stock market. These indicators used are the put-call volume ratio, the put-call open interest ratio, the turnover rate, the margin loan balance, the short...

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Bibliographic Details
Main Authors: Kuo, Yitung, 郭以彤
Other Authors: Luo, Wuchang
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/09106028982833255317