The study of momentum strategy of Taiwan electronic stocks
碩士 === 國立中興大學 === 財務金融學系 === 93 === Jegadeesh and Titman (1993) document the momentum strategy. Investors tend to underreact to new information, so that the stock price has the phenomenon of momentum. With buying the prior winners and selling the prior losers, the momentum strategy has obtained abno...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80631702033556683235 |