完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | Christos I. Giannikos | |
dc.contributor.author | Xiuqing Ji | |
dc.date.accessioned | 2020-08-25T06:33:19Z | - |
dc.date.available | 2020-08-25T06:33:19Z | - |
dc.date.issued | 2007/04/01 | |
dc.identifier.issn | issn16070704 | |
dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2273 | - |
dc.description.abstract | Previous studies are conflicting as to whether industry momentum can explain stock momentum. We revisit this issue using a large dataset covering the US and 37 international countries. The results indicate that industry momentum earns significant profits worldwide and the profits are larger in January than in non-January months. Furthermore, analyzing portfolios generated from two-way sort provides evidence that industry and individual stock momentum are independent of each other. | |
dc.description.sponsorship | 逢甲大學 | |
dc.format.extent | 18 | |
dc.language.iso | 英文 | |
dc.relation.ispartofseries | international journal of business and economics | |
dc.relation.isversionof | Volume6,No.1 | |
dc.subject | stock momentum|industry momentum|profitability|independence | |
dc.title | Industry Momentum at the End of the 20th Century | |
dc.type | 期刊篇目 | |
分類: | Volume06,No.1 |
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