An Empirical Study on Industry Momentum Strategy and Momentum Life Cycle Hypothesis – Evidence from the Taiwan Stock Market
碩士 === 國立成功大學 === 財務金融研究所 === 104 === Since Jegadeesh and Titman (1993) found evidence from the U.S. market that the “Buy winner, Sell loser” strategy, also known as “Momentum Trading Strategy” is significantly profitable, there have been a plenty of research focused on the development of different...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7vw9q2 |