Price momentum and Program trading
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 103 === This paper researches that whether the stock that conforms price momentum under the program trading has the excess return. Price momentum means that if one stock’s price increasing, it will continue to increase, and vice versa. The reason that cause this phe...
| 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/63975055910952924264 |