Liu, Hai-Ching; Fu, Ying-Fen - In: Journal of Economics and Management 7 (2011) 1, pp. 23-42
This study employs industry weekly return data for Taiwan in order to investigate the industry momentum profit sources of an emerging country. It differs from past studies (e.g., Pan et al., 2004 and Du, 2008), which adopted weekly data to observe the industry momentum sources with a short...