An Empirical Study of Momentum Strategy and Contrarian Strategy in Bull and Bear Market in China
碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === This thesis tests and verifies contrarian strategies conceived by De Bondt and Thaler (2000)’s method and momentum strategies conceived by Jegadeesh and Titman (1993)’s method. In the meantime, trading volume plays an important role in deciding the return p...
| 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/01903553999456695535 |