Studies on the components of Momentum Profits in the Emerging Asia Market

碩士 === 義守大學 === 財務金融學系碩士班 === 99 === This paper investigates whether momentum trading strategies are profitable in the Emerging Asia Markets: Taiwan、Korea、Thailand and Malaysia. In addition, we examine the components of momentum profits in the four markets. The findings show that, there are no mome...

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Bibliographic Details
Main Authors: Yung-Yi Lu, 呂勇逸
Other Authors: Ying-Jen Chen
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/79966154125609445867