The Impacts of Speculative Intensity on the Abnormal Returns, and Momentum and Reversal-The Case of Taiwan Stock Market
碩士 === 國立臺北大學 === 國際企業研究所 === 97 === The purpose of this study is to discuss the impact of speculative intensity on abnormal returns and momentum and reversal in Taiwan firms from January 1, 2000 to September 30, 2008. We construct a firm-quarter-specific measure of speculative intensity (SPEC) as R...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03732418262921730140 |