A study of applying credit default swap on momentum strategy: Evidence from Japanese stock market
碩士 === 朝陽科技大學 === 財務金融系 === 103 === This study examines information based on credit default swap (CDS) and momentum, rather than credit rating proposed by most studies. We compare and discuss momentum profits on Japanese firms with/without CDS. Our sample periods are from Jan. 2007 to Dec. 2014. We...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ng3rmm |