Refinement of momentum strategy The empirical study of Taiwan Stock Exchange Market
碩士 === 國立中正大學 === 會計學研究所 === 93 === Jegadeesh and Titman (1993)(JT) prove the momentum trading strategy which buys (sells) stocks based on high (low) returns over the previous 3 to 12 months and hold them for the same period can make significantly abnormal profits of about one percent per month. How...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65058602263195896435 |