Wang, Ching-Ping; Huang, Hung-Hsi; Lin, Wei-Li - In: Applied Financial Economics 20 (2010) 21, pp. 1651-1658
This study uses the sample with 539 individual stocks in Taiwan stock market from July 2002 to December 2007 for discussing and comparing the performances among these portfolios of institutional net buys/sells, Jegadeesh and Titman (JT) momentum strategy and George and Hwang (GH) momentum...
