Market Dynamics and Momentum Investing in the Taiwan Stock Market

碩士 === 國立暨南國際大學 === 財務金融學系 === 103 === Although recent studies indicate that market states are sensitive to momentum profits. Asem and Tian (2010) show that not only market states, but also the transition in market conditions would affect momentum profits. Therefore we investigate whether changes in...

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Bibliographic Details
Main Authors: Zhi-Xiang Feng, 馮稚翔
Other Authors: Kuan-Chan Ko
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/c7gh7t