Style Investing and Momentum Strategy in Taiwan Stock Market
碩士 === 國立暨南國際大學 === 財務金融學系 === 102 === Based on the data of individual stocks on Taiwan stock market, we examine whether size and book-to-market as investment styles predict future stock returns. We find out that past style returns can explain future stock returns and then we use style portfolio to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4mmhn6 |