Momentum Profits and TGARCH Model
碩士 === 國立屏東科技大學 === 財務金融研究所 === 97 === This study adopts 555 stocks in TWSE as the empirical sample, which Monthly return adjusted for dividends are obtained from TEJ over the period 1 January 2003 to 31 December 2008. This thesis has three purposes as follows. First, this study test momentum po...
| 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/77406652053469053537 |