A study on stock price reaction to buy/sell news of institutional investors
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === Using stock returns of TSEC between January 2001 and October 2005, this study examines stock price reaction to buy/sell news of institutional investor and pure momentum strategy. For zero cost investment strategy, the ranking of return are as follow：Buy “all w...
| 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/19129928662327190916 |