A Study on the Individual Stock-Based Momentum Effect: An Application of Survival Analysis
碩士 === 國立臺北科技大學 === 商業自動化與管理研究所 === 99 === Previous studies usually focus on the discussions of the momentum effects of the winner-loser portfolios. This study focuses on the individual stock-based momentum effect and uses the survival analysis to measure the length of time which the individual stoc...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/8s3cfs |