Return Analysis of Contrarian Strategies: An Example of Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系 === 105 === This research adopts with Five-Factor Model Framework (Fama and French, 2015) and concentrates on the investment in the Taiwan Stock Exchange from 1991 to 2015. It examines existence of excess stock returns in winner portfolios, loser portfolios, contrarian port...
| 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/b6gew2 |