Momentum Strategy in Taiwan Stock Market
碩士 === 國立臺灣大學 === 國際企業學研究所 === 94 === This paper uses the trading data which’s market value are top 100 in electronics industry and non-electronics industry fully quoted on TSEC from 1996 Jan. to 2005 Dec. Following Lee and Swaminathan (2000) in momentum life cyclehypothesis, choices turnover ratio...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04828754069582073700 |