Drivers of Stock Momentum, Investment Behavior,And Momentum Investment Strategies
碩士 === 國立交通大學 === 經營管理研究所 === 91 === A market analysis procedure is developed to analyze drivers of stock momentum and characteristics of the stock market. First, we decompose the four sources of momentum profits, including the serial correlation in the excepted returns, the risk factors, the indust...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87052955924977744000 |