The Profitability of Various Momentum Strategies in Taiwan Stock Market
碩士 === 國立暨南國際大學 === 財務金融學系 === 100 === Jegadeesh and Titman (1993) use price momentum strategy based on stock’s past returns, and find that this strategy is profitable. Since then, scholars have proposed industry, 52-week high, moving average ratio, residual and earnings momentum strategies, and hav...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87578639447653852125 |