Momentum trading strategy analysis in Taiwan securities market
碩士 === 東吳大學 === 財務工程與精算數學系 === 107 === The momentum trading strategy of behavioral finance suggests that rising stocks continue to peak, and falling stocks continue to decline. Therefore, the trading strategy with investing in winner stocks and shorting loser stocks can obtain excess returns. This t...
| 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/375wez |