Short-Term Momentum and Long-Term Reversal: A Global Perspective
碩士 === 國立中央大學 === 財務金融研究所 === 99 === While George and Hwang (2007) showed that the short-term momentum and long-term reversals are separate phenomena, it is not clear if their theories hold for markets outside the US. This paper investigates whether the results of George and Hwang (2007) hold around...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67498838394536105874 |