A Study on the Correlation between Contrarian Investment Strategy and Investors Overreaction

碩士 === 逢甲大學 === 財務金融學系 === 107 === This study uses the component stocks of Taiwan 50 index and Taiwan mid-cap 100 index from 2006 to 2018 annual data as a sample. Based on the company's market capitalization as a transition variable, we explore whether there is a non-linear relation- ship betwe...

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Bibliographic Details
Main Authors: HUANG, PEI-HSUAN, 黃姵瑄
Other Authors: CHIANG, GENG-NAN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/4575j7