The Relationship between VIX Index,Stock Market Return and Investor Sentiment with Different Investor Categories
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === We investigate the relationship between the stock market return and the VIX index in Taiwan. We also add the sentiment variable in our analysis. In our analysis, we divide the options trading data into different investor categories: whole market, individual...
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| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95984654640076410848 |