The Cross section of Expected Returns、Firm Attribute Variables and Momentum Effect in Taiwan
碩士 === 東海大學 === 企業管理學系碩士班 === 90 === The period of the study was January 1996 to December 2001, and the firms selected were all companies listed on the Taiwan Security Exchange. This paper analyzes the influence from past return and expected return on momentum. Then, using this concept to anlayze th...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/34929472760333531555 |