Does Technical Analysis Improve The Profitability of Asset-Pricing Anomalies in Taiwan Stock Market?
碩士 === 國立暨南國際大學 === 財務金融學系 === 101 === Volatility and size effects are two prominent anomalies in finance literature. Prior literature on the two anomalies typically adopts a buy-and-hold strategy with annual rebalancing. In this study, we investigate the role of technical analysis in the two anomal...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53936150631251799547 |