Profitability of Long-short Strategies Based on Effect of Past Maximum Return and Characteristics of Size, Value and Momentum in the Taiwan Stock Market
碩士 === 逢甲大學 === 財務金融學系 === 107 === Barinov (2018) proves that the relation between the past maximum return calculated by day in past month and its return in furure is negative. It means the profitability in future will be worse if the stocks was in higher return past time, called the maximum return...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/yaukwj |