Implementing the Market Timing Strategy on Taiwan Stock Market: The Linear and Nonlinear Appraoches

碩士 === 國立政治大學 === 財務管理學系 === 87 === This research employs five predicting variables to implementing the market timing strategy. These five variables are E/P1, E/P2, B/M, CP and GM. The investment performances of market timing under a variety of investment horizons are examined. There ar...

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Bibliographic Details
Main Authors: Alex Yu, 余文正
Other Authors: Yenshan Hsu
Format: Others
Language:en_US
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/21675985259966806160