Momentum Strategies:Price, Earnings, and Sales

碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This paper examines whether price momentum, earnings momentum and sales momentum effect exist in Taiwan stock market, and investigates the relation among momentum strategies. The present study shows that earnings momentum effect and sales momentum effect do exi...

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Bibliographic Details
Main Authors: Ya-Chen Yu, 游雅茜
Other Authors: Kuang-Ping Ku
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/51278213511020954016