Performance of Contrarian Investment Strategy in Taiwan Stock Market
碩士 === 輔仁大學 === 管理學研究所 === 91 === This study investigates the performance of the contrarian strategy formed by financial indicators like E/P ratio、B/M ratio、C/P ratio and GS , in Taiwan stock market from January 1997 to December 2001. We use market-adjusted returns and risk-adjusted returns to test...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80007938101388522524 |