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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2018
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Online Access: | http://ndltd.ncl.edu.tw/handle/t7a3zh |