The Study of Momentum Life Cycle and Trading Volume
碩士 === 淡江大學 === 財務金融學系 === 88 === This study analyzes portfolio strategies based on the Momentum Life Cycle (MLC) by Lee and Swaminathan (2000) and the concept of industry momentum by Moskowitz and Grinblatt (1999). Empirical results suggest that Taiwan stock market is not an efficient market. Inv...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84777192990709049524 |