Filter Rules Based On Price and Volume in Individual Securities
碩士 === 淡江大學 === 財務金融學系 === 88 === Abstract︰ This study tests the abnormality (over-reaction or under-reaction) of Taiwan stock market. We construct portfolios based on the different levels of return and volume applying the concept of Filter Rules proposed by Cooper (1999). The purpose i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79714128687703415223 |