Weekly Momentum Returns and Information Efficiency in Emerging Markets
碩士 === 元智大學 === 財務金融學系 === 98 === This study examines the weekly momentum returns in 28 emerging markets with a focus on their relationship with the level of firm-specific information diffusion and information uncertainty. The results indicate that only fourteen of these sampled markets exhibit sign...
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36439699556278182595 |