A Study on Source of the Rewards to Stock Momentum Investing
碩士 === 國立中興大學 === 事業經營研究所 === 90 === This article is on the basis of momentum strategies to find out the sources of the reward to a momentum strategy, such as market risk, size factor, and book-to-market ratio. At first, we use investment portfolio ways which formation base on six-month cumulative e...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/59842449540625187813 |