Study on the Value of Momentum Strategy for the Taiwan Equity Funds
碩士 === 國立中正大學 === 財務金融系研究所 === 106 === Since Jegadeesh and Titman (1993) discovered that stock returns tend to persist for a period, the momentum effect in the stock market has been widely explored in the academic literature, and applied to trading in the stock market. Based on our data, compare to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/q99m87 |