A Study on the Momentum Strategies Using Public Informations about Foreign Investors
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === The object of the paper is to study whether the momentum strategies using public information about long or short positions, and the ratio of stock holding of foreign investors could produce significant profitability. The empirical results support the strategies...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84136226468670918114 |