Analyst Following and Momentum Returns
碩士 === 元智大學 === 財務金融學系 === 97 === This paper examines the profitability of momentum strategies based on the information diffusion model, where the information available to investors is measured by various analyst following variables. It is hypothesized that stocks with greater analyst coverage or mo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31873730516089637541 |