The Performance of Momentum and Contrarian Strategies: Evidence from the Taiwan Stock Exchange
博士 === 國立臺灣科技大學 === 企業管理系 === 96 === The purposes of this dissertation are to examine: (1) the intraday performance of contrarian strategies for stocks listed on the Taiwan Stock Exchange (TSE); (2) the effects of relative strength on momentum strategies for stocks listed on the TSE; and (3) the imp...
| 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/18642694157542224651 |