Application of Value and Momentum Investment Strategy in Taiwan Stock Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === In our research, according to Berger, Israel and Moskowitz(2009) and Asness, Moskowitz and Pedersen (2013), we build value and momentum stock picking strategy in Taiwan stock market. This study use E/P as value stock picking strategy and we split momentum fac...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07492526658755246730 |