Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength
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DOI: 10.1016/j.pacfin.2019.101258
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Cited by:
- Bui, Dien Giau & Kong, De-Rong & Lin, Chih-Yung & Lin, Tse-Chun, 2023. "Momentum in machine learning: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Hsiao-Peng Fu & Shu-Fan Hsieh, 2024. "Seasonality, Monetary Supply and Taiwanese Momentum," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-2.
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More about this item
Keywords
Momentum; Absolute strength; Extreme past returns; Taiwan Stock Market;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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