Momentum and Default Risk
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 100 === This study examines the relations between momentum profits and default risk probability. We use default risk probability as the proxy variable to test whether the default risk probability momentum strategy can increase profits or not. We use Merton’s (1974) opt...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13464193583665064716 |