The Momentum Investment Strategy in the Taiwan Stock Market
碩士 === 大葉大學 === 事業經營研究所 === 95 === In this paper, following Jegadeesh and Titman(1993). We select the top/bottom 10% as winner/loser investment portfolio. And we subtract the losers’ average return from win-ners’ as momentum investment return. We investigate the profitability of a momentum in-vestme...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/69901525530331562257 |