Credit Rating and Market Overreaction
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 97 === This paper examines the effect of credit rating on market overreaction and underreaction. We compare and analyze the performance of short-term price continuations (momentum strategy) and long-term price reversals (contrarian strategy) in Taiwan and U.S. markets....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35987836443137704321 |