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...

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Bibliographic Details
Main Authors: Chun-Han Tseng, 曾俊翰
Other Authors: Han-Ching Huang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/3en252