Insider Shareholding Changing Information and Momentum Trading
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 95 === The paper uses monthly data of the stock price of listed firms and their insiders’ shareholding changing information to investigate whether they can improve momentum effects in Taiwan stock market. The result shows that pure momentum strategies can get signifi...
| 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/18744099149580762841 |