Stock Trading Strategies under Information Uncertainty

碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 99 === This study investigates the profitability of momentum strategies under information uncertainty on the Taiwan stock market. We examine whether the momentum strategies under different information uncertainty level can create significant profits under different...

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Bibliographic Details
Main Authors: Lu, Wen-Ting, 呂文婷
Other Authors: Lee, Tsung-Pei
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/12805487148589385721