Empirical Determinants of Momentum Life Cycle
碩士 === 國立中央大學 === 財務金融研究所 === 96 === This study examines whether trading volume is a useful determinant of momentum life cycle in the U.S. market. From the momentum life cycle hypothesis, price momentum of low-volume winners and high-volume losers is more likely to persist in near future. However, t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96553285122187019708 |