Price Momentum and Liquidity in Taiwan

碩士 === 國立清華大學 === 科技管理研究所 === 92 === Abstract This paper examines the interaction between price momentum and liquidity. The importance of liquidity to the capital market has long been recognized by academics and practitioners. This paper is aligned with Lee and Swaminathan (2000). We intend to demon...

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Bibliographic Details
Main Authors: Wang Yi-Ching, 王怡靜
Other Authors: Tsay Jiing-Tarng
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/59185440862695955094