| dc.contributor | 財管系 | |
| dc.creator (作者) | 陳鴻毅 | |
| dc.creator (作者) | Chen, Hong-Yi;Hsieh, Chia-Hsun;Lee, Cheng-Few;Lin, Chieh | |
| dc.date (日期) | 2026-07 | |
| dc.date.accessioned | 10-Aug-2026 11:06:20 (UTC+8) | - |
| dc.date.available | 10-Aug-2026 11:06:20 (UTC+8) | - |
| dc.date.issued (上傳時間) | 10-Aug-2026 11:06:20 (UTC+8) | - |
| dc.identifier.uri (URI) | https://ah.lib.nccu.edu.tw/item?item_id=184414 | - |
| dc.description.abstract (摘要) | This study provides a comprehensive overview of momentum strategies, with an emphasis on integrating both technical and fundamental analysis. It reviews major forms of momentum strategies, including time-series momentum and cross-sectional momentum, and synthesizes empirical evidence on their performance across a wide range of financial markets. The sources of the momentum effect, encompassing both efficient and behavioral explanations, are also discussed. Overall, the literature indicates that momentum strategies remain a widely adopted and economically significant for many market participants. This study concludes by highlighting potential directions for future research on momentum and its underlying mechanisms. | |
| dc.format.extent | 106 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Review of Quantitative Finance and Accounting, forthcoming | |
| dc.subject (關鍵詞) | Fundamental analysis; Market efficiency; Momentum effect; Momentum Strategies; Technical analysis; Trading strategies | |
| dc.title (題名) | Technical analysis, fundamental analysis, and momentum strategies: review and integration | |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1007/s11156-026-01540-7 | |
| dc.doi.uri (DOI) | https://doi.org/10.1007/s11156-026-01540-7 | |
