Does Momentum Help Explain the Expected Returns of Taiwan Stocks? Residual Momentum vs. Recent 52-Week Momentum
碩士 === 國立成功大學 === 財務金融研究所 === 103 === We examine the profitability of the residual momentum strategy and the recent 52-week momentum strategy in Taiwan based on a monthly return calculation basis, from every end of each calendar month to the tenth day of each calendar month and examine that there is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/g2nrb2 |