Enhancing momentum profits in the Taiwan Stock Market : the role of extreme absolute strength
Chaonan Lin, Chuanxin Xia, Nien-Tzu Yang, Sheng-Yung Yang
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Chaonan ; Xia, Chuanxin ; Yang, Nien-Tzu ; Yang, Sheng-Yung |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 59.2020, p. 1-17
|
| Subject: | Absolute strength | Extreme past returns | Momentum | Taiwan Stock Market | Taiwan | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.101258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012231281