Cross-Sectional Return Dispersion and Time-Variation in Momentum premium – an empirical Study in Taiwan Stock Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 98 === According to recent theoretical and empirical researches, using momentum strategy can earn excess profit. And macroeconomic is one of factors effects the strategies’ premium, in the weaker economic times momentum premium is expected to be lower. The stock market’...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/24416035966249404507 |