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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/66793838162500094778 |