股價假突破現象與放空策略績效:考量報酬波動度
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 104 === This paper considers return volatility into a false breakout signal to construct a new short-selling strategy. Based on a sample of stocks in the Taiwan stock market from October 1, 2014 to September 30 2015, we show that our new short-selling strategy helps...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4v38y2 |