政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/12461
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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/12461


    Title: Evolution of Momentum and Popularity
    Authors: 謝淑貞
    Shieh,Shwu-Jane
    Keywords: Momentum strategies;Popularity weight;Evolutionary process;Mutation process;Revision process
    Date: 2006-03
    Issue Date: 2008-12-03 13:51:51 (UTC+8)
    Abstract: In this paper, the evolutionary behavior of two types of investor in a capital market with two risky competing securities is investigated. It is shown that, if all investors are momentum-oriented, then only those who are the most sensitive to popularity will survive. Conversely, if all investors are popularity-oriented, then they will all invest in the same security.
    Relation: Journal of Evolutionary Economics, 16(4), 419-433
    Data Type: article
    Appears in Collections:[Department of International Business ] Periodical Articles

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