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...

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Main Authors:	Tsai, Aiyun, 蔡艾芸
Other Authors:	Cheng, Leeyoung
Format:	Others
Language:	zh-TW
Published:	2013
Online Access:	http://ndltd.ncl.edu.tw/handle/yxuhnn

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spelling	ndltd-TW-101CCU003040092018-04-10T17:22:00Z http://ndltd.ncl.edu.tw/handle/yxuhnn The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets. 總統大選對動能策略之影響－以新興市場國家為例 Tsai, Aiyun 蔡艾芸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 emerging markets. Furthermore, this study divides the momentum returns of the periods of the presidential elections from the other periods. To discuss the effect of the presidential elections, I found that there are still momentum returns in the emerging markets during the periods of the presidential elections. However, the momentum returns in either the periods of the presidential elections or the other cannot beat the market index returns. Cheng, Leeyoung 鄭揚耀 2013 學位論文 ; thesis 58 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	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 emerging markets. Furthermore, this study divides the momentum returns of the periods of the presidential elections from the other periods. To discuss the effect of the presidential elections, I found that there are still momentum returns in the emerging markets during the periods of the presidential elections. However, the momentum returns in either the periods of the presidential elections or the other cannot beat the market index returns.
author2	Cheng, Leeyoung
author_facet	Cheng, Leeyoung Tsai, Aiyun 蔡艾芸
author	Tsai, Aiyun 蔡艾芸
spellingShingle	Tsai, Aiyun 蔡艾芸 The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
author_sort	Tsai, Aiyun
title	The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
title_short	The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
title_full	The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
title_fullStr	The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
title_full_unstemmed	The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.
title_sort	effect of the presidential election on the momentum strategy in the emerging markets.
publishDate	2013
url	http://ndltd.ncl.edu.tw/handle/yxuhnn
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The Effect of the Presidential Election on the Momentum Strategy in the Emerging Markets.

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