Firm-specific Attributes and the Cross-section of Momentum in Taiwan Stock Market
碩士 === 逢甲大學 === 財務金融學所 === 96 === Studies confirm the profitability of momentum strategy (buying winner and selling loser) including empirical results in Taiwan. Following Sagi and Seasholes (2007), this thesis refines the traditional momentum investing. Six firm-specific parameters, a newly double-...
| 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/81902920400690938573 |