The Transmitting Effect of Print Media Information and the Profitability of Momentum Strategies : An Empirical Study of Taiwan Stock Market

碩士 === 銘傳大學 === 國際企業管理研究所 === 88 === The thesis is exploring about: 1. During 3 to 12 months investment period in Taiwan stock market, if firm-specific information diffuses differently, including good news and bad news, can investing public use momentum strategy to get excess return?...

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Bibliographic Details
Main Authors: Chung Hung Wu, 吳仲弘
Other Authors: Hsiang Lin Chih
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/05833809439017521281