The Study of Momentum Strategy Based on Investor Attention
碩士 === 國立彰化師範大學 === 商業教育學系 === 96 === This paper investigates the investor’s attention on stock market and two kinds of momentum strategies－price momentum and earnings momentum. I find price momentum effect is related to investor overreaction and the profit of this strategy increases with high inves...
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| Format: | Others |
| Language: | zh-TW |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84668756312119991552 |