The Impact of Short-sale Constraints on the Relationshipof Investor Sentiment, Stock Return and Volatility:Evidence from 41 Countries

碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === This study examines by SUR model the impact of short-sale constraints on the relationship of investor sentiment, stock return and the volatility of stock return in a total number of 41 countries constituted of 16 countries with short-sale constraints and 25 cou...

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Bibliographic Details
Main Authors: Tsai-Ju Lin, 林采如
Other Authors: 莊文議
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/66793838162500094778