The relationship among momentum strategy returns, excess optimism, overconfidence, and disposition effect: Evidence from the US stock market
碩士 === 國立高雄大學 === 金融管理學系碩士班 === 103 === The aim of this study is to investigate the relationship between momentum strategy returns and investor’s behavioral pitfalls in the US stock market. In comparison with the prior studies, this study not only examines the lead-lag relationship between momentum...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8r5eu2 |