Momentum and Credit Risk: An Investigation with Credit Default Swaps
碩士 === 元智大學 === 財務金融學系 === 98 === This study examines the relations between momentum profits and credit risk which used credit default swaps price as the proxy variable. The empirical evidences reveal that the extreme loser and winner are mainly composed of those firms with the highest credit risk...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/49687153216921167258 |