A Study of investor sentiment and momentum strategy in Taiwan
碩士 === 國立東華大學 === 企業管理學系 === 96 === In this paper, following Jegadeesh and Titman（2001）, first we investigate the profitability of the momentum strategies in Taiwan Stock Market. The strategies we consider select stocks based on formation period 1,6 months and holding period 1,6 months corresponsive...
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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/em8te9 |