Investor's Market Timing Decisions on ETF：An Application of Anchoring Theory
碩士 === 國立高雄第一科技大學 === 財務管理系碩士班 === 105 === Using the data on TWSE 50 ETF during June 2003 to December 2016, this paper constructs a “anchoring theory-based 52-week low” mutual fund market timing strategy and tests its effectiveness. Our results show that 1) 52-week low market timing strategy beats t...
| 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/kynh39 |