Determinants of stock price momentum
碩士 === 國立臺灣大學 === 財務金融學研究所 === 104 === Arbitrage is easier when markets are more liquid, and hence the profitability of anomaly-based trading strategies should be lower. However, Avramov, Cheng and Hameed (2016) find that moment profits are larger in liquid market. This study verifies their findings...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27436618653075954129 |