Momentum effect of lottery-type stock
碩士 === 國立雲林科技大學 === 企業管理系碩士班 === 99 === Lottery-type stocks have speculative characteristics. This study according to Kumar (2008) definition of lottery-type stocks : (1) idiosyncratic volatility, (2) idiosyncratic skewness, and (3) stock price. Then we use Fama-French four-factory model and Harvey...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84512205429471702274 |