The Performance of Momentum Strategies for Exchange Traded Funds(ETFs)
碩士 === 中原大學 === 企業管理研究所 === 98 === This study examines the profitability of momentum strategies for industrial sector and country-specific Exchange Traded Funds (ETFs) listed in the U.S. exchanges. Based on the study of momentum strategy, we investigate the profitability of price momentum strategy w...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/3en252 |