A Study of Investment Performance based on Momentum Strategy in Taiwan Listed Stocks

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 97 === Based on the momentum strategy proposed by Jegadeesh and Titman (1993), investors can be influenced by either the macroeconomic or sentimental factors when they are making investing decisions. This study investigates how both the macroeconomic factors and th...

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Bibliographic Details
Main Authors: Shr-Jia Ma, 馬士家
Other Authors: Jan-Hsin Chou
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/65740883856341344461