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博士 === 國立中央大學 === 財務金融學系 === 103 === Statistic measures such as rank and sign of daily returns reflect the non-salient information embedded in stock prices ignored by investors. Momentum strategies formed by buying stocks with high average ranks (or signs) and shorting those with low average ranks (...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62ygf2 |