The Power of Momentum in Different Industries
碩士 === 國立高雄第一科技大學 === 金融研究所 === 99 === This paper examines whether the momentum effect exists under different industries. The data are from NYSE, AMEX, and NASDAQ stocks, and according to Moskowitz and Grinblatt(1999), 20 value-weighted industry portfolios are created. Our methodology consists of tw...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36184871527937225466 |