Momentum Strategies in Emerging Stock Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === In this paper, firstly, we use emerging stock market as an object of study in which the monthly data is adopted from January 1995 to December 2014. According to Richard (1997)’s momentum strategy method, to construct the winner and loser portfolio, to analyze...
| 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/99351138313125109164 |