A Study on Herding Behavior and Momentum—Using SSE180 Index, Taiwan 50 Index and Taiwan Mid-Cap 100 Index as an Example

碩士 === 嶺東科技大學 === 財務金融系碩士班 === 105 === This study explores the herding behavior on the industry momentum effect, using the constituents of SSE180 Index, Taiwan 50 Index and Taiwan Mid-Cap 100 Index from 2010 to 2016 as an example. And the industries are divided into four categories: winner/loser ind...

Full description

Bibliographic Details
Main Authors: CHANG,CHIA-CHI, 張嘉琪
Other Authors: LAIH,YIH-WENN
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/6b3c8j