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Applied Economics Letters Volume 17, 2010 - Issue 13
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Original Articles

Momentum in Taiwan: seasonality matters!

Hsiao-Peng Fu Department of Finance, Providence University, Taichung Hsien, 43301, Taiwan, ROCCorrespondence[email protected]
&
Andrew Wood Essex Business School, University of Essex, Colchester, UK
Pages 1247-1253 | Published online: 25 Aug 2009

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Chao-Shin Chiao, Yu-Jen Hsiao, Jou-Chun Chen & Nguyen Minh An. (2020) Residual momentum versus price momentum: evidence from four Asian markets‡ . Asia-Pacific Journal of Accounting & Economics 27:6, pages 717-726.
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Articles from other publishers (5)

Chenye Liu, Ying Wu & Dongming Zhu. (2022) Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. Economic Modelling 114, pages 105910.
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Mu-En Wu & Wei-Ho Chung. (2019) Empirical Evaluations on Momentum Effects of Taiwan Index Futures via Stop-Loss and Stop-Profit Mechanisms. International Journal of Information Technology & Decision Making 18:02, pages 629-648.
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Chi-Hsiou D. Hung & Anurag N. Banerjee. (2014) How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?. Emerging Markets Review 21, pages 67-81.
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Shangkari V. Anusakumar, Ruhani Ali & Chee-Wooi Hooy. 2013. Emerging Markets and Financial Resilience. Emerging Markets and Financial Resilience 147 168 .
Anurag Narayan Banerjee & Chi-Hsiou Daniel Hung. (2014) How Do Momentum Strategies 'Score' Against Individual Investors in Taiwan, Hong Kong and Korea?. SSRN Electronic Journal.
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