FURTHER RESEARCH OF THE MOMEMTUM LIFE CYCLE IN TAIWAN STOCK MARKET
碩士 === 銘傳大學 === 金融研究所 === 88 === Lee & Swaminathan(1999) document the Momentum Life Cycle，and use the past trading volume to predicts the magnitude and persistence of price momentum. Besides, they showed that past trading volume helps to reconcile intermediate-horizon “underreaction” and long-ho...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/72988425008842869439 |