Weekly Momentum, Information Efficiency and Information Uncertainty
碩士 === 元智大學 === 財務金融學系 === 98 === This study examines the profitability of weekly momentum effects in the US market. Consistent with the finding of the previous study, the returns to a long-short strategy based on prior one-week price performance exhibit initial reversals for the first few weeks and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36444679341870322729 |