Momentum Strategy：Application of the Taiwan Stock Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This study refers to Jegadeesh and Titman (1993)’s price momentum strategy , Moskowitz and Grinblatt (1999)’s industry momentum strategy and George and Hwang (2004) 52-week high price momentum strategy.Use the common stock of the Taiwan Stock Exchange and the OTC...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12114996926309299542 |