A Study of the Contrarian Profitsin the Taiwan Stock Market
碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 94 === This study investigates the profitability of contrarian strategies on the Taiwan stock market. We examine whether the contrarian strategies can create significant profits under different ranking horizons and holding horizons. Three robustness checks are perf...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2006
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Online Access: | http://ndltd.ncl.edu.tw/handle/fhug95 |