Investor Types, Financial Crisis and Price Efficiency: Evidence from China’s Stock Market
碩士 === 國立臺北大學 === 金融與合作經營學系 === 101 === This research aims to explore whether investors types, pool of investors, and financial crisis would affect the market price efficiency. Based on the theory of Jagadeesh and Titman(1993), this research used the profits of momentum strategy as market price effi...
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/61792565721239327991 |