Profitability of Momentum and Contrarian Strategies in Taiwan Index Futures Market
碩士 === 國立交通大學 === 財務金融研究所 === 100 === This study investigates the profitability of momentum strategies and contrarian strategies in Taiwan Index Futures Market in terms of different time periods from short-term to long-term. Momentum strategies indicate buying and holding high return index futures a...
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| Format: | Others |
| Language: | zh-TW |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49686669980916896351 |