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...

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Bibliographic Details
Main Authors: Chiao-Ying, Lai, 賴橋瑩
Other Authors: Chang, Chan
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/61792565721239327991