The Difference in the Momentum Effects of Overperforming versus Underperforming Stock Returns Using Quantile Regression
碩士 === 義守大學 === 財務金融學系碩士班 === 96 === Past empirical research on the momentum effect concerned with momentum portfolio that was constructed under portfolio and the samples having high and low return stocks. This study investigates the difference of individual stock momentum effect between high (over-...
| 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/53003322421013862803 |