A study on the momentum effect: the evidence from domestic open-ended equity funds.
碩士 === 台南科技大學 === 商學與管理研究所 === 98 === The purpose of this study is to investigate the short- , medium- and long-term performance of momentum strategies for open-ended mutual funds using the monthly data over the period September 1997 to August 2008 in Taiwan. Inspired by Lee & Swaminathan (1999)...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43249608126711545962 |