Does Investor Sentiment Affect ETF Information Efficiency? Is Improving or Impairing?
博士 === 淡江大學 === 財務金融學系博士班 === 104 === This study aims to analyze the effect of investor’s sentiment on the Exchange Traded Funds (ETFs) liquidity to capture the various investment sentiment for the ETFs liquidity changes, using the Volatility Index (VIX) as a proxy variable to observe the market cha...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55129021217861177796 |