Market Intraday Momentum-Evidence from Taiwan ETF 0050
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === Using Taiwan ETF 0050 as an example, this paper examines the intraday momentum effect of Taiwan ETF market. The sample period ranges from 2003 to 2016. This paper finds that the first-half hour return as measured from the previous day’s market close can signifi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7d3xa7 |