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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/6msd73 |