Investor Sentiment and Anomalies

碩士 === 國立交通大學 === 財務金融研究所 === 105 === This study examines the relationship between anomalies and investor sentiment. We try to use the firm-specific investor sentiment created by Aboody et al(2013) to explain the abnormal returns in trading strategy . Then we find three main results from our experim...

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Bibliographic Details
Main Authors: Lin,Yen-Ting, 林彥廷
Other Authors: Huang,Yi-Hou
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/6msd73