Momentum Effect in Liquidity
碩士 === 國立政治大學 === 國際貿易研究所 === 91 === We examine the predictability of liquidity, the momentum effect in liquidity, and we also would like to link this effect to expected stock returns. We find that stocks with high liquidity in the past six month will be traded with high liquidity in the future (wit...
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| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71373201926929713822 |