Unsystematic Risk Explanation to Momentum Profits in Taiwan
Year of publication: |
2012
|
---|---|
Authors: | Wang, Ching-Ping ; Huang, Hung-Hsi ; Tu, Kai-Jei |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 15.2012, 01, p. 1250006-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Momentum strategy | unsystematic risk | TGARCH |
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