Can Investors Attention on Equity Stocks Affect Risk Premiums? Empirical Evidence from Stocks Listed in Taiwan Stock Exchange
碩士 === 靜宜大學 === 財務金融學系 === 106 === This study examines the impact of Taiwan investors' attention on the risk premium of individual stocks using weekly data. Our sample consists of 177 companies’ stocks listed in Taiwan Stock Exchange extending from 2013 to 2017. Different from previous studies,...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e294jb |