Research of the Relationship between Momentum Strategy and Market Noise

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 93 === Investor’s emotion and misunderstanding to information some times cause stock price to over-react or under react. The misunderstanding is the source of the noises in the market. This article will construct invest strategies and combine noises in the market and i...

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Bibliographic Details
Main Authors: Kuan-Hao Su, 蘇冠豪
Other Authors: Cheng-Yih Hong
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/pr966w