The Impact of Liquidity and VIX Index on Momentum Strategies
碩士 === 中原大學 === 財務金融研究所 === 106 === The purpose of this thesis is to investgate the relation of stock market liquidity, VIX index and momentum strategy using monthly data during 1990 to 2014 in American stock market. Moreover, this thesis examines whether the relation of stock market liquidity, VIX...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44jh78 |