The overnight trading strategy and performance analysis

碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === In the study, Taiwan 50 index constituents and Taiwan Mid-Cap 100 index constituents from 2011 to 2012 were utilized as the sample to investigate whether in the stock closing momentum investing strategy of overnight trading can be profitable in Taiwan stock...

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Bibliographic Details
Main Authors: Tsai-Chun Lin, 林才群
Other Authors: Chao-Hsien Lin
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/83967899807219002375