Profitability of Long-Short Strategies Based on Institutional Investor’s Holding Rate, Beta, and Characteristics of Size, Value and Momentum in Taiwan Stock Market
碩士 === 逢甲大學 === 金融碩士在職學位學程 === 107 === Behavioral finance has shown that many individual investors over-invest in lottery stocks, leading to demand for lottery stocks that have caused stock prices to rise sharply. therefore this study applies the methodology of Bail, Brown, Murry, and Tang (2017). B...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3vbb5q |