The performance of investing style and momentum-evidence from the Taiwan stock market
碩士 === 國立高雄第一科技大學 === 金融營運所 === 97 === ABSTRACT This study explores investing style in the frame of momentum strategy proposed by Jegadeesh and Titman(1993). The sample comprises firms listed on the TSEC over 1 July, 1998 to 30 June, 2008. Daily data including stock return, market-book ratio, and...
| 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/67892849767801551678 |