The impact of investor sentiment on individual stock return in Taiwan

碩士 === 國立中央大學 === 財務金融學系 === 106 === This study explores how investor sentiment affects the individual stock return in Taiwan. We use monthly data for the stocks listed on the Taiwan stock exchange (TSE) from March 1996 to December 2017. First, an investor sentiment index is the first principal comp...

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Bibliographic Details
Main Authors: Guan-Rong Wang, 王冠蓉
Other Authors: Cheng-Yi Shiu
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/t7a3zh