Price Momentum, 52 Week High Price Momentum, and Sentiment Momentum

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 100 === The purpose of this study was to explore the momentum effect whether existence in stock market of Taiwan. Use price momentum, a 52-week high price momentum and sentiment momentum to interact with each other to form a multi-strategy, The research results show...

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Bibliographic Details
Main Authors: Jia-Ruei Jhang, 張家睿
Other Authors: Chun-An Li
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/80062916823447904037