An Analysis of Return Performance of Momentum Strategies on Taiwan Equity Funds

An Analysis of Return Performance of Momentum Strategies on Taiwan Equity Funds

碩士 === 國立中正大學 === 企業管理所 === 96 === The objective of this study is to investigate the trading performance of momentum strategies on Taiwan Equity Funds of the R.O.C in short,intermediate, and long horizons. Inspired by Lee& Swaminathan (2000), the validity of the momentum life cycle hypothesis is...

Full description

Bibliographic Details
Main Authors:	Cheng-ying Chiu, 邱長盈
Other Authors:	Y.ANGELA LIU
Format:	Others
Language:	zh-TW
Published:	2008
Online Access:	http://ndltd.ncl.edu.tw/handle/47206194746055227995

Similar Items

Study on the Value of Momentum Strategy for the Taiwan Equity Funds
by: LIN, YEN-CHENG, et al.
Published: (2018)

An empirical study on the momentum strategy on Taiwan’s Open-end Equity Funds
by: HUANG,TAI-HSUAN, et al.
Published: (2017)

Momentum Strategy : Using Taiwan’s Open-end Equity Funds as an example
by: Zhe-Jia Wu, et al.
Published: (2012)

Momentum Strategy and Performance of Mutual Funds
by: Lin, Cheng-Wang, et al.
Published: (1998)

The Return Behavior of Equity Funds Listed in Taiwan
by: Po-han Chang, et al.
Published: (2008)

The Study of The Fund Return about Imporving Dollar-cost Averaging Strategy - Equity Fund in Taiwan
by: Siao-Yi Hong, et al.
Published: (2010)

Momentum and Reversals in Equity Returns of Abnormal Turnover and Return Dispersion of Taiwan Stock Market
by: Chen, Wen-Yi, et al.
Published: (2008)

The Relationship between Economic Indicators and Return Predictability in the Equity Funds
by: Chiu,Yu-Jen, et al.
Published: (2016)

The Performance of Momentum Strategies For Offshore Funds
by: Mei-Ling Lin, et al.
Published: (2005)

Analyzing the Performance Persistency of Internal Equity Fund by Momentum Life Cycle Theory
by: WEI HSIAO CHIEN, et al.
Published: (2008)

The Performance of Momentum and Contrarian Strategies for Offshore Funds
by: Lin,Huei-Ru, et al.
Published: (2015)

Momentum Strategies in International Equity Markets
by: Chung-cheng Hsu, et al.
Published: (2009)

An Empirical Study on Fund Managers’ Characteristics, Stock Holding Characteristics and Double-Adjusted Returns of Equity Funds: Evidence from the Equity Mutual Funds in Taiwan
by: Wei-ChengHsieh, et al.
Published: (2019)

The Correlation and Persistence of Performance Evaluation Ranking - the Case of Taiwan Equity Mutual Funds
by: CHIU, YU-HUI, et al.
Published: (2016)

Comparison of four mutual fund investment strategies - Taiwan equity fund
by: TIEN-CHENG TSAI, et al.
Published: (2019)

Performance of Domestic Equity Fund Listed in Taiwan and Trading Strategies
by: Chia-Hsin Wu, et al.
Published: (2009)

Reversal and Momentum Strategies in Taiwan's Weekly Stock Return
by: TSAI, TIEN-HAO, et al.
Published: (2019)

Investigate Timing Ability of Taiwan Equity Fund by Return, Volatility and Liquidity.
by: 王怡茹
Published: (2014)

The Performance of Momentum Strategies for Exchange Traded Funds（ETFs）
by: Chun-Han Tseng, et al.
Published: (2010)

A Return Maximizing Strategy in Market Rebounds for Swedish Equity Funds
by: Sävendahl, Carl, et al.
Published: (2019)

The Performance of Momentum Strategies on Mutual Funds: An Empirical Study on BlackRock Funds
by: CHANG,CHIH-PING, et al.
Published: (2019)

Acquisitions Strategy of Private Equity Funds in Taiwan
by: Pu-Chun Liu, et al.
Published: (2014)

An Analysis of the Influential Facts of Mutual Fund Performance - The Domestic Equity Fund in Taiwan
by: Teng-Yi Wang, et al.
Published: (2016)

Corporate Social Responsibility and Equity Fund’s Returns
by: Chen-Fu Lee, et al.
Published: (2013)

The study of the performance and value at risk in China equity fund
by: Hui-Min Chiu, et al.
Published: (2016)

The Study on the Performance Persistence for Awarded Funds of Taiwan Equity Funds
by: Hung, Wan-Ling, et al.
Published: (2014)

Analysis on the Investment of Domestic Funds by Using Dual Momentum Strategy
by: Chen,Meng-Cheng, et al.
Published: (2017)

The Momentum in Taiwan's Stock Mutual Funds
by: An-Pang Wen, et al.
Published: (2015)

The Impacts of Speculative Intensity on the Abnormal Returns, and Momentum and Reversal-The Case of Taiwan Stock Market
by: Kuo, Ying-Lan, et al.
Published: (2009)

Portfolio Optimization of Equity Mutual Funds with Fuzzy Return Rates and Risks
by: Chiu-Ling Huang, et al.

Mutual Fund Styles and Performance Persistence: The Application of "Momentum Strategy"
by: Lin, Ching-pei, et al.
Published: (1998)

Mutual Fund Styles and Performance Persistence: The Application of ""Momentum Strategy""
by: Lin, Qing-Pei, et al.
Published: (1998)

Determinants of Equity Mutual Funds Performance in Taiwan
by: HSU, CHIA-LING, et al.
Published: (2016)

The Performance of Multinational Equity Mutual Funds in Taiwan
by: Wen-Pin Huang, et al.
Published: (2010)

Measuring the performance of Taiwan equity mutual funds
by: Chia-Fan Chen, et al.
Published: (2007)

THE DETERMINANTS OF TAIWAN EQUITY MUTUAL FUND PERFORMANCE
by: Wei-Chen Liang, et al.
Published: (2015)

Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?
by: Zaremba Adam, et al.
Published: (2017-09-01)

Taiwan Mutual Fund Smart Money Effect and Momentum Investment Strategy
by: Yu-En Lin, et al.
Published: (2006)

The Analysis of Style Relative Performance and Persistence in Performance for Taiwan Equity Funds
by: Tsui-Yun Hsiang, et al.
Published: (2005)

The Study of Performance Persistence And Manager's Timing Ability for Taiwan Equity Funds
by: Chiu-Yun Li, et al.
Published: (2011)