The Relationship between Information Demand of Investor and Market Efficiency

碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 105 === In this paper, the Google search volume index (SVI) is employed as a proxy of investor attention to discuss whether SVI enables price discovery from the difference between stock prices and their implied price. The empirical results indicate that among the 15...

Full description

Bibliographic Details
Main Authors: HSU, CHIA-HAO, 許家豪
Other Authors: Wang, Ming-Chun
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/kq7c3b