The Financial Crisis and the Relationship between Investor Sentiment and Stock Market Indices / 金融海嘯與投資人情緒及股票指數報酬之關聯分析

碩士 / 世新大學 / 財務金融學研究所(含碩專班) / 104 / The stock market, investors will always be subject to external environmental impact, to influence the emotional and psychological side to make irrational investment decisions, there is a further significant impact on the stock market returns in the past many psychologists interpret the mood and cut Research among the rewards, most studies emotional factors do have a significant impact on the market significantly. In this study, all of the market and before the financial crisis in the latter part of the empirical results found sentiment index to a positive relationship between rates of return over the same period; the future rate of return inverse relationship, also said that when sentiment index rising over the same period, the market rate of return will follow the rise , if the rate of return on the market falling, investors also depressed sentiment, and the market rate of return in the future may also become a contrarian indicator

Identiferoai:union.ndltd.org:TW/104SHU00304010
Date January 2016
CreatorsLIN,YA-JHEN, 林雅珍
ContributorsHSU,YUAN-LIN, 徐苑玲
Source SetsNational Digital Library of Theses and Dissertations in Taiwan
Languagezh-TW
Detected LanguageEnglish
Type學位論文 ; thesis
Format91

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