Revisiting Momentum Strategy in Taiwan Stock Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 99 === In measuring the momentum in stock market, past studies focused on the stock returns during recent period of several months. However, Norvy-Marx (2009) argues that momentums may be aroused from the first half of previous year. By employing the concepts of Nor...
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| Format: | Others |
| Language: | zh-TW |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12539127514225069256 |