The application of the momentum strategy in Taiwan stock market
碩士 === 輔仁大學 === 金融研究所 === 94 === This is a study on the construction of a short to medium term trading strategy for the stocks listed in the Taiwan Stock market mainly based on the methods of Jegadeesh & Timan(1993) and Lee & Swaminathan(2000).This study finds winner and loser by return and...
| 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/39458803846734924808 |