The Study On The Momentum Profits Of Taiwan Listed Companies
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === By utilizing the past-return momentum strategies of Jegadeesh and Titman (1993), and the 52-week high and low momentum strategies of George and Hwang (2004), this paper aims to investigate whether these strategies can generate positive profits for Taiwan list...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03580688614024999869 |