關鍵字查詢 | 類別:研究報告 | | 關鍵字:產業營收動能

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序號 學年期 教師動態
1 101/1 財金系 顧廣平 教授 研究報告 發佈 產業營收動能 , [101-1] :產業營收動能研究報告產業營收動能Industrial Sales Momentum顧廣平; 楊馥如淡江大學財務金融學系產業效應;營收動能;行為偏誤;台灣股市;Industry Effects;Sales Momentum;Behavioral Bias;Taiwan Stock Market產業營收動能計畫編號:NSC101-2410-H032-030
 研究期間:201208~201307
 研究經費:320,000行政院國家科學委員會Sales momentum strategies by document Ku(2010), which buy sales winners (top 20% of standardized unexpected sales) and sell sales losers (bottom 20% of standardized unexpected sales), generate significant positive average returns over 1- to 12-month holding periods and the cumulative average return in months 25 to 36 is negative. This evidence supports that the sales momentum is driven by behavioral biases. This is the first study to investigate the relationship between individual stock momentum and industry momentum based on unexpected sales on in the Taiwan stock market. This study is to reinvestigate sales momentum effect of individual stock or sales momentum effect of industry. We apply pairwise nested comparison model introduced by George and Hwang (2004
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