Momentum and contrarian profits corresponding to the coincident economic indicator on the Taiwan stock market
Year of publication: |
2012
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Authors: | Wang, Ching-ping ; Huang, Hung-hsi ; Huang, Chi-chung |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, Suppl.1, p. 29-40
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Subject: | business cycle | CAPM | coincident economic indicator | contrarian strategy | Fama-French model | momentum strategy | Wirtschaftsindikator | Economic indicator | Taiwan | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
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