Efficacy Analysis of the Residual Short-term Reversal Strategy in Taiwan Stock Market
碩士 === 亞洲大學 === 國際企業學系碩士在職專班 === 101 === The previous studies on momentum and reversal strategy mostly adopt rate of return on stocks to construct portfolios. By following the residual strategy proposed by Blitz, Huij, Lansdorp and Verbeek (2011), this paper tries to explore whether their strategy w...
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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/40236808912471121035 |