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...

Full description

Bibliographic Details
Main Authors: HUANG,WEI-SHIN, 黃偉信
Other Authors: ZHAN,JIA-CHANG
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/34929472760333531555

Similar Items