An empirical research of the domestic mutual funds momentum effect and the relationship between it’s stock holding
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 97 === This paper analyzes the price momentum effect in the domestic open-ended equity mutual funds in Taiwan, and connects the effect to their stock holdings. Using the average monthly returns of these funds from January 2000 to December 2008, we apply the momentum...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/92252140216624199460 |