Volatility and momentum strategies at stock markets: an empirical study
The study of the phenomenon of momentum at Taiwan market and investigates the relations between momentum strategies and volatility. Display information on share price momentum. Use of price dynamics as an index for building investment portfolios.
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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.
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