A Study of Momentum Strategy in Taiwan Stock Market
碩士 === 國立東華大學 === 國際經濟研究所 === 93 === Abstract In this paper, following Lee and Swaminathan (2000), we investigate the profitability of a momentum investment strategy listed in the Taiwan Stock Market with various formation and holding periods. First, our evidence shows that the price momentum effect...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/73369723924962482852 |