Does News Sentiment Improve the Performance of Momentum or Contrarian Strategy?
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 103 === This study examines the performance of various portfolios to determine whether portfolios constructed using news information demonstrate more favorable returns compared with those constructed using other information. This study constructs a multivariate ne...
| 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/27879087972795521591 |