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 |
Вид | статья |
Язык | английский |
Дата добавления | 28.09.2016 |
Размер файла | 133,6 K |
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