An Empirical study of Putting Upward Trend Stocks in the Long Position and Putting Downward Trend Stocks in the Short Position for Taiwan Futures Market

碩士 === 淡江大學 === 管理科學研究所碩士班 === 97 === The profitability of the momentum strategy is always emphasized by academic researches. In addition, behavior finance are also gradually put stress on the area of finance. Thus, this study tries to find the possibility of profitability by adapting momentum strat...

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Bibliographic Details
Main Authors: Yu-Tsun Hsieh, 謝育存
Other Authors: Yen-Sen Ni
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/90712409868647201472