Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
碩士 === 國立臺北商業大學 === 財務金融系研究所 === 107 === This study select Taiwan mid-cap component stock as subject. Sample period from 2010/1/1 to 2017/12/31 as quarterly data. Through Revenue Momentum strategy buy revenue winner and sell revenue loser. Evaluation the effect on the strategy return. And measure th...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2018
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Online Access: | http://ndltd.ncl.edu.tw/handle/h9je82 |