Profitability of Long-short Strategies Based on Effect of Past Maximum Return and Characteristics of Size, Value and Momentum in the Taiwan Stock Market

碩士 === 逢甲大學 === 財務金融學系 === 107 === Barinov (2018) proves that the relation between the past maximum return calculated by day in past month and its return in furure is negative. It means the profitability in future will be worse if the stocks was in higher return past time, called the maximum return...

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Bibliographic Details
Main Authors: GUO, ZI-YIN, 郭姿吟
Other Authors: WANG,JIA-JHEN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/yaukwj