A Study of Momentum Strategy with Direction and Volatility
碩士 === 國立成功大學 === 財務金融研究所 === 94 === This study examines whether the momentum strategy formed by using moving averages and volatility of stock prices can defeat buy-and-hold strategy for a sample of Taiwan stock exchange(TSE) listed stocks. The main Empirical findings of this study are summarized as...
| 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/44472207460605204952 |