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- W2333889967 abstract "A prior research detects significant seasonal Taiwanese momentum. In this follow-up analysis, I report the seasonal momentum can neither be interpreted by the industy effect suggested by Moskowitz and Grinblatt (1999), nor the market state effect proxy for either overreaction suggested by Daniel et al. (1998) or gradual dessenmination of informationby by Hong and Stein (1999). Note, however, that the industry effect does explain about 40% of the profitability of the Taiwaneses momentum." @default.
- W2333889967 created "2016-06-24" @default.
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- W2333889967 date "2016-02-16" @default.
- W2333889967 modified "2023-10-01" @default.
- W2333889967 title "The Role of Industry Effect and Market States in Taiwanese Momentum" @default.
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- W2333889967 doi "https://doi.org/10.5430/ijfr.v7n2p183" @default.
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