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...
Main Authors: | Hsiang-Mei Li, 李香玫 |
---|---|
Other Authors: | Shyh-Weir Tzang |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/40236808912471121035 |
Similar Items
-
The Short-Term Investment Performance of Contrarian Strategies in Taiwan Stock Market
by: Wan -Ting Tsai, et al.
Published: (2008) -
The Short-Term Investment Performance of Contrarian Strategies in Taiwan Stock Market
by: Wan -Ting Tsai, et al. -
Testing for the short-and long-term return distributions for the stock indexes in the Taiwan market.
by: Jia-Rung Li, et al.
Published: (2012) -
The Study of the Relationship of Long-term and Short-term Stock Market Reaction and Investment Strategies-Evidence from the Taiwan Listed Stock Market
by: Chi-Yun Chang, et al.
Published: (2009) -
An Analysis of Fundamental and Technical Stock-holding Strategies : Evidence from Taiwan Stock Market
by: CHIEN, SU-MEI, et al.
Published: (2017)