A study on momentum and idiosyncratic volatility ─ Taiwan 50 index and Taiwan mid-cap 100 index application as an example
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 106 === This study explores investing style constructed by Jagadeesh and Titman (1993) momentum strategy and idiosyncratic volatility. Our samples comprise daily data of firms listed on the Taiwan 50 index and Taiwan mid-cap 100 index over 1 January, 2010 to 31 Decembe...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/v9xa4s |