Momentum Trade Strategy of Earnings Announcement Event
碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === In order to observe quarterly earnings announcement effect, the article observe the abnormal return, volume and net buy of institutional investors around earnings announcement dates by using event study in the Taiwan stock market. The empirical evidence shows the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39au75 |