The Study of Momentum Strategy in Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系 === 103 === This study examines the profitability of momentum strategy via the use of Taiwan listed and OTC listed firm´s monthly data. We find medium momentum phenomenon effect in the sampling period from 2009 until 2013. Trying to take risk into account, the Fama and Fren...
| 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/7f25cs |