Value and Momentum Strategies：Evidence from Taiwan Stock Market
碩士 === 東海大學 === 財務金融學系 === 101 === This study examines how the interaction of momentum strategy and value strategy can impact return in Taiwan stock market. Empirically, despite that the momentum strategy does not generate statistically significant excess return, it enhances he return profit from...
| 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/twwx2y |