Momentum & Contrarian Strategy Considering Interval Effect - Evidence from the Taiwan Stock Market
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 103 === This study explores investing style in the frame of momentum strategy proposed by Jegadeesh and Titman(1993). The sample comprises firms listed on the TSEC over 1 January, 1991 to 30 June, 2014. By mean of that strategies which buy stocks that have performed 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/97927277631162568351 |