Momentum strategy in Taiwan stock market

碩士 === 國立中山大學 === 企業管理研究所 === 86 === This thesis examines whether the strategies which buying stocks that have outperformed in the past prices and selling stocks that have poorly performed generate significant abnormal returns.Since it is natural to look to earnings to try to understand price moveme...

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Bibliographic Details
Main Authors: Chang Jui-chia, 張瑞佳
Other Authors: Liu Victor
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/53934760056562181999