Momentum Strategies in Credit Default Swaps Market
碩士 === 國立暨南國際大學 === 財務金融學系 === 105 === This study aims to examine the stock price of the credit default swaps company to discuss momentum strategies, credit rating and crisis. The empirical research shows that the momentum strategies are significant negative, and in accordance with the credit rating...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7tp7a9 |