Investor Sentiment and Mean-Variance Relation: Evidence from Taiwan Stock Market
碩士 === 國立政治大學 === 財務管理研究所 === 103 === This paper constructs investor sentiment index for Taiwan stock market and examines the effects of investor sentiment on the mean-variance relation of Taiwan stock market. Behind the well-known ambiguous relation between the mean and variance, we find that the s...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/43457747530242832411 |