The interaction between disposition effect of institutional investors and price momentum in Taiwan stock market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 93 === Disposition effect, which is the tendency of investors to sell winning stocks too early and hold losing stocks too long, has been indicated by Shefrin and Statman(1985). In this paper, we use the trading data of foreign investor and investment trust company in...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/27260612490442349572 |