An Empirical Study on Monetary policy,Investor sentiment and Herd behavior in Taiwan Stock Market

碩士 === 國立政治大學 === 國際經營與貿易研究所 === 102 === In this paper, we apply the herding index constructed by Hwang and Salmon (2010) in analyzing the overall herding behavior in Taiwan’s stock market. Unlike previous studies, the new index measures the degree of herding by the variation of systematic risk β, a...

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Bibliographic Details
Main Authors: Lin, Chih Shian, 林志軒
Other Authors: Lin, Shinn Juh
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/95679101259994368398