Will Ambiguity Affect herding Behavior During Market Stress?

碩士 === 國立臺北大學 === 企業管理學系 === 104 === The main purpose of this study is to investigate whether market ambiguity has impact on the herding behavior in Taiwan listed stock market. We adopt the change in volatility index (VIX) as a proxy for market ambiguity to conduct the analysis using three methods p...

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Bibliographic Details
Main Authors: HO, MENG-TA, 何孟達
Other Authors: LIN, MEI-CHEN
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/11728528997853582808