An Analysis of Return Performance of Momentum Strategies on Taiwan Equity Funds
碩士 === 國立中正大學 === 企業管理所 === 96 === The objective of this study is to investigate the trading performance of momentum strategies on Taiwan Equity Funds of the R.O.C in short,intermediate, and long horizons. Inspired by Lee& Swaminathan (2000), the validity of the momentum life cycle hypothesis is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47206194746055227995 |