Investigation of the Momentum Strategy in the Real Estate-Related Stocks in Taiwan

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 98 ===   This study investigated the impact of stock price fluctuation and firm size of real estate industry on momentum effect of construction, cement and steel sectors in Taiwan. The effect of market risk, firm size and book-to-market ratio changes on the real es...

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Bibliographic Details
Main Authors: Kai-hung Chuang, 莊鎧鴻
Other Authors: Jui-chen Chang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/18908812357051744991