The performance of Earnings Momentum and Price Momentum Strategies in the Different Market State

碩士 === 國立中央大學 === 企業管理研究所 === 96 === It’s been a focus of research for many foreign and domestic scholars after Jegadeesh and Tittman(1993) develop the “momentum strategy” theory. Moreover there are many researchers desire to obtain more reasonable explanation for this strategy. Therefore, the main...

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Bibliographic Details
Main Authors: Ming-Lin Wu, 吳銘霖
Other Authors: Keng-Hsin Lo
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/21171615095331263487