Momentum profitability, trading cost, and warrant stocks

碩士 === 朝陽科技大學 === 財務金融系 === 102 === This study examines momentum strategies for stocks with warrants from October 2003 to December 2013. We also further discuss and compare momentum profits for non-warrant stocks by controlling high market value, high turnover rates, low bid-ask spread rate, and hig...

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Bibliographic Details
Main Authors: Ching-Yu You, 游晴羽
Other Authors: Ruei-Lin Lee
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/65929000989553274184