News and Investor Sentiment: Effect on Stock Returns and Fluctuation
博士 === 國立臺灣大學 === 財務金融學研究所 === 107 === This study examines and compares the sentiment effects driven by trading and news information on market returns and volatility as well as the applicability of news sentiment in portfolio construction. We employ linguistic analysis to construct the market aggreg...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4wq7ug |