碩士 / 國立臺灣海洋大學 / 航運管理學系 / 105 / The study examines the return, volatility and trading volume of Taiwan transportation stocks and it’s relationship with Google SVI during January 2004 to February 2017. Our sample consists of 20 Taiwan transportation stocks as a sample, through the VAR model and EGARCH model for empirical analysis. The purpose of this study is to investigate whether the investor sentiment impact on the stock market through SVI.
Empirical evidence shows that investor sentiment impact on SVI, and SVI significantly affect the return of Taiwan transportation stocks through the correlation between the return and trading volume. SVI also significantly affect the volatility of Taiwan transportation stocks. Finally, the interaction between SVI and trading volume can significantly affect the volatility of Taiwan transportation stocks.
| Identifer | oai:union.ndltd.org:TW/105NTOU5301089 |
| Date | January 2017 |
| Creators | Huang, Yu, 黃鈺 |
| Contributors | Chou, Heng-Chih, 周恆志 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 58 |
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