Stock Returns, Stock Momentum and Reversal-A Study of the Trading Behaviors of Institutional Investors

碩士 === 中原大學 === 會計研究所 === 94 === Jegadeesh and Titman proposes that there is momentum on the stock market in 1993, so the momentum of the stock still has very great disputes to the efficiency and rationality of the security market at present. The momentum strategy, while buy prior winner's port...

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Bibliographic Details
Main Authors: Wen-Shin Chi, 紀彣欣
Other Authors: LIU, LI-LUN
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/74348718916338501603