The Effect on Investor Sentiment to Futures Momentum Investing Strategies

碩士 === 國立暨南國際大學 === 財務金融學系 === 106 === In this study, we use the grouping that depending on the past cumulative returns, the past cumulative trading volume and the correlation with spot price and the grouping method that forming observations to 10 groups and 5 groups to get momentum investing strate...

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Bibliographic Details
Main Authors: CHANG, TE-CHIA, 張特家
Other Authors: CHANG, JUNG-HSIEN
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/zze4w6