Style Momentum Strategies: Evidence from Taiwan Stock Market
碩士 === 國立中央大學 === 財務金融學系 === 102 === The study examines the performance of style momentum strategies used in Taiwan stock market by delving into the data of listed companies from 1993 to 2013. We segmented the sample into ten portfolios by market value of equity, book-to-market ratio, and dividend y...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12055594850074808749 |