Causes of short-term momentum anomaly in daily returns: evidence from Taiwan

Identify the trends of short-term investment and momentum in the Taiwan stock market. The causes of abnormal profits and their relationship to the behavior of investors in the market. Modeling the turnover of profit and the ratio of transactions.

Рубрика Финансы, деньги и налоги
Предмет Money, finance and credit
Вид статья
Язык английский
Прислал(а) Hung-Chih Joseph Wang
Дата добавления 28.09.2016
Размер файла 133,6 K

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