Momentum and Reversals in Equity Returns of Abnormal Turnover and Return Dispersion of Taiwan Stock Market
碩士 === 國立臺北大學 === 國際企業研究所 === 96 === The purpose of this study is to verify momentum and reversals in portfolio returns under the effects of abnormal return dispersion and abnormal turnover. The data are turnover rate, the return rate and return dispersion excluded weekly effects from January, 2001...
| 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/55057513235740396633 |