Momentum Strategies, Volatility and the Macroeconomic Variables
碩士 === 國立中央大學 === 企業管理研究所 === 97 === This paper first examines the profitability of price momentum and earnings momentum strategies in Taiwan’s equity market. Second, we include volatility variable to see if volatility would affect the momentum profits. Third, we examine if the returns are related t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75414750785405257511 |