Retrieving almost stochastic Dominance momentum in Taiwan stock market
Year of publication: |
2024
|
---|---|
Authors: | Chiang, Mi-Hsiu ; Chiu, Hsin-Yu ; Hsu, Yu-Chin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102268, p. 1-26
|
Subject: | Almost stochastic dominance | Asset pricing | Momentum strategies | Taiwan | Stochastischer Prozess | Stochastic process | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Momentenmethode | Method of moments | Theorie | Theory |
-
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
-
Momentum effect in US stocks : an exponential effect
Alhenawi, Yasser, (2013)
-
Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper?
Wiest, Tobias, (2023)
- More ...
-
Predicative Ability of Similarity-based Futures Trading Strategies
Chiu, Hsin-Yu, (2018)
-
Predictive ability of similarity-based futures trading strategies
Chiang, Mi-Hsiu, (2021)
-
Horng, Jeou-shyan, (2012)
- More ...