Taiwan Stock Market Momentum Strategy Considering Time
碩士 === 嶺東科技大學 === 財務金融研究所 === 102 === This study explores investing style in the frame of momentum strategy proposed by Jegadeesh and Titman(1993). The sample comprises firms listed on the TSEC over 1 January, 2002 to 31 December, 2012. Daily data including stock return is derived from TEJ database....
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/38684857532972226762 |