The Study of Investor Sentiment and Momentum Strategy
碩士 === 僑光科技大學 === 財務金融研究所 === 105 === This study explores the relevance of investor sentiment and momentum. In this study, the turnover rate of Taiwan stocks, monthly returns and VIX (CBOE) were used as the agent variables of investor sentiment. The study sample was listed for common stock in Taiwan...
| 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/u6z8ay |