The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
碩士 === 國立中正大學 === 財務金融研究所 === 101 === This paper, using stock markets data from 10 emerging markets between January 1999 and July 2012, examines the momentum strategies documented by Jegadeesh and Titman (1993) and Novy-Marx (2012). The results indicate that there are momentum returns in the emergin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/yxuhnn |