The profitability of alternative trading strategies in Taiwan
碩士 === 國立中央大學 === 財務金融學系在職專班 === 101 === This paper investigates the profitability of three trading strategies, namely price momentum, 52-week highs, and five-year-low in the Taiwan stock market. By using a sample of all common stocks in Taiwan from1981 January to December 2010, we also compare the...
| 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/92556224489779797699 |