The momentum strategy by investing related stocks in markets with price limits
碩士 === 國立交通大學 === 財務金融研究所 === 105 === According to Guo et al. (2016) , it demonstrates that the prices of stocks are more volatile during the period of price limits, which means stocks would rise more or drop more. Hence, under the limit of price limits, first, we sort the informationally related st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/th4734 |