Price and Volume Trading Strategy with Market Frictions
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === This study analyzes portfolio strategies based on the approaches of Jegadeesh and Titman (1993); besides, we build price or volume trading strategies with market frictions and use daily data of TSEC Taiwan 50 Index Constituents from July, 2nd,1996 to June, 30th,...
| 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/79528996840781725720 |