Foreign Investors and Momentum Strategies in Taiwan Stock Market
博士 === 國立東華大學 === 經濟學系 === 95 === The purpose of this paper is threefold. First, we test whether investors can get positive abnormal returns by following the foreign-investors’ footstep. Second, are foreign investors who invest in the Taiwan stock market momentum traders? Third, is there the momentu...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
|
Online Access: | http://ndltd.ncl.edu.tw/handle/88383155907155974178 |