Empirical Evaluations on Momentum Effects of Taiwan Index Futures via Stop-Loss and Stop-Profit Mechanisms

Mu-En Wu, Wei-Ho Chung. Empirical Evaluations on Momentum Effects of Taiwan Index Futures via Stop-Loss and Stop-Profit Mechanisms. International Journal of Information Technology and Decision Making, 18(2):629-648, 2019. [doi]

Abstract

Abstract is missing.