Investigation of Momentum Investment Strategies of ETF: Evidence from Taiwan 50 ETF
碩士 === 國立成功大學 === 財務金融研究所 === 97 === Since the occurrence of the Subprime Crisis and the Financial Tsunami, the stock prices in the global market fall . Exchange traded funds (EFT), however, has a promising prospect despite the weak stock market condition. The primary reason is that investors pref...
Main Authors: | Sung-Yuan Tsai, 蔡松蒝 |
---|---|
Other Authors: | Chun-nan Chen |
Format: | Others |
Language: | zh-TW |
Published: |
2009
|
Online Access: | http://ndltd.ncl.edu.tw/handle/80196600560390215380 |
Similar Items
-
ETF Trading Strategies – Evidence from Taiwan 50 ETF
by: Hsu, Chih-Hui, et al.
Published: (2017) -
Probabilistic Momentum or Trend Following Strategy? Empirical Evidence of Taiwan TOP 50 ETF、Taiwan Mid-Cap 100 ETF
by: Ming- Chi Tsai, et al.
Published: (2015) -
Performance Of Momentum Investing Strategies Between Liv-ex Index And Taiwan 50 ETF
by: Shu-Yin Kuo, et al.
Published: (2012) -
The Effectiveness of Momentum Strategy in Black-Litterman Model:Empirical Evidence of Taiwan 50 ETF
by: Hsu, Chuan-Chun, et al.
Published: (2012) -
Adaptive Asset Allocation: Empirical Evidence of Taiwan TOP 50 ETF、Taiwan Mid-Cap 100 ETF
by: Ming- Lin Tsai, et al.
Published: (2015)