Market States and Momentum Strategy in Taiwan Stock Market
碩士 === 國立交通大學 === 財務金融研究所 === 107 === This study explores the existence of Momentum factor in Taiwan stock market. We analyze corporations from 1995 to 2018 to detect the performance of Winner, Loser, and Momentum(W-L) portfolios constructed by different information period(J) and holding period(K)....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/k2pf62 |