Default and momentum in global stock markets
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 101 === 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 combination of default risk probability and momentum strategy can increase profits or not. We use...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04580479451802965010 |