Price Limit Hitting Frequency And Stock Returns
碩士 === 逢甲大學 === 財務金融學系碩士班 === 102 === This paper uses frequency of price limit to sort stocks into winner and loser portfolios. The stocks with the lowest hitting rate are denoted as losers and the stocks with the highest hitting rate are denoted as winners. The strategy is long buying winner stocks...
| 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/52447491707494087309 |