The Influence of Return, Trading Volume and R&D Expenditures on Price Momentum Strategy -An Empirical Study on TSE and OTC Information
碩士 === 國立交通大學 === 經營管理研究所 === 95 === In this study, we investigate the usefulness of past returns, trading volume and R&D expenditures in predicting cross-sectional returns for various momentum portfolios. The study is organized into three parts. In the first part, we only use one of the three f...
| Main Authors: | , |
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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/29547950376334004444 |