Overreaction or Underreaction? : Empirical Study on the Application of Filter Rule to Taiwan Stock Market
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 101 === This thesis uses filter rule on Taiwan stock market to uncover the relationship between return and volume change. Although the profits for overreaction in a short time horizon exist, the pattern of the combination of return and volume change is unclear. No th...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/kym2fc |