Open AccessThe Role of Industry Effect and Market States in Taiwanese Momentum
Author(s) -
Hsiao-Peng Fu
Publication year - 2016
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v7n2p183
Subject(s) - momentum (technical analysis) , profitability index , proxy (statistics) , economics , econometrics , financial economics , monetary economics , mathematics , statistics , finance