The profitability of style rotation strategies in Taiwan stock market
碩士 === 雲林科技大學 === 財務金融系碩士班 === 96 === Throughout this article, we mainly explore whether or not the ‘Value Effect’ and the ‘Size Effect’ exist in Taiwan market . Further, we test the Style Rotation Model based on a set of macroeconomic factors selected for their ability to predict the direction of...
| 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/92696859511721043241 |