Application of Momentum Investment Strategy in Taiwan Stock Market
碩士 === 國立中央大學 === 財務金融學系 === 107 === In this study, we establish an application of momentum investment strategy in Taiwan stock market. We collected all the listed companies from January 1997 to December 2018 in Taiwan. First, find the momentum of stocks by historical prices. Second, finding the goo...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/s3e9fw |