Analysis of Investment Strategies of Long-Term Value Investing and Short-Term Momentum Strategy - Evidence from Taiwan Stock Market

碩士 === 輔仁大學 === 金融與國際企業學系金融碩士在職專班 === 107 === This research will be on the shares of companies listed in Taiwan. The research analyzed daily data for a total of 2,474 days from 2009 to 2018. It is based on the stock price return rate of the past J days (formation period). Then the strategic investme...

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Bibliographic Details
Main Authors: LIN, LO-HSIEN, 林洛嫺
Other Authors: LEE, TSUNG-PEI
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/rthm2w