The Cycle Research of Price Momentum and Turnover Rate in Taiwan Stock Market
碩士 === 銘傳大學 === 金融研究所 === 87 === Lee and Swaninathan proposed that using both the past return and past turnover rate as the basis of the portfolio construction can find the stocks that is overreacting and underreacting in the market, and also can increase the performance of the investment strategy,...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21013158880225175903 |