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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/65929000989553274184 |