碩士 / 國立虎尾科技大學 / 經營管理研究所 / 101 / Changes in general economic conditions,let investors psychological panic, affecting the behavior of investors, this study 2008 financial crisis as a dividing point to explore the financial tsunami around investor sentiment whether they would affect stock returns, and in the types of stocks, speculative stocks selected for the study of the subject, because of its obvious rewards and downs, Than other types of stocks can see the difference compared to the stock return volatility and speculative characteristics determine the degree of speculation, but in terms of investor sentiment, Using nine single sentiment indicators and multivariate composite sentiment indicators, and then nine indicators are subdivided into three groups.The empirical results, three ethnic sentiment indicators and stock return volatility, before the financial crisis are showing no effect, but after the financial tsunami,Three indicators have a significant impact on returns; investor sentiment and speculative characteristics of the remuneration, the individual indicators in compliance with the assumptions circumstances, In ethnic terms, before the financial crisis, all have at least one indicator influential, and the financial tsunami, but no significant impact on large-scale investors.In addition, multivariate composite sentiment index and return volatility, speculative characteristics remuneration, whether before the financial tsunami, there was no significant impact.
| Identifer | oai:union.ndltd.org:TW/101NYPI5457015 |
| Date | January 2013 |
| Creators | Wei-An Yang, 楊偉安 |
| Contributors | Chi-Lin Lu, 呂麒麟 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 46 |
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