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: | LIOU JING-SIAN, 劉靜嫻 |
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Other Authors: | Kuang-Fu Cheng |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/38684857532972226762 |
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