Momentum strategy in Taiwan stock market
碩士 === 國立中山大學 === 企業管理研究所 === 86 === This thesis examines whether the strategies which buying stocks that have outperformed in the past prices and selling stocks that have poorly performed generate significant abnormal returns.Since it is natural to look to earnings to try to understand price moveme...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1998
|
Online Access: | http://ndltd.ncl.edu.tw/handle/53934760056562181999 |