Global Weekly Momentum Strategies
碩士 === 逢甲大學 === 財務金融學系碩士班 === 104 === In this paper, we explore the profitability of weekly price momentum strategy for 25 countries from the period of beginning of 1980 to the end of 2015. In addition to Jegadeesh and Titman (1993), we also modify the price momentum strategy by using interval ranki...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71930351522961992983 |