A Study of Earnings Momentum and Price Momentum in Taiwan
碩士 === 國立東華大學 === 財務金融學系 === 107 === Focusing on the Taiwan stock market, this paper applies various momentum variables of earnings momentum and price momentum strategies, in addition to the traditional variables to explain the cross-section of stock returns. The traditional momentum variables inclu...
| 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/99yru5 |