Probability of Informed Trading and Momentum
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 100 === This is the first study which combines the two concepts together, where the PIN is added to the momentum effect and where the asymmetry of the momentum effect is compared to the PIN-Momentum to investigate whether the PIN-Momentum strategy can increase profits...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/51338431478598803696 |