The dominance of the electronic sector in the Taiwanese stock market and the relatively low historical correlation between the Taiwanese electronic and financial sector indexes call for the exploration of sector diversity ...

Despite the abundant successful evidence of fundamental indexation in recent international literature, it is argued that the performance of fundamental indexes is primarily attributed to their inherent value bias or ...

This paper undertakes to investigate the effectiveness of market timing between prior winners and losers in the global equity markets using Monte Carlo simulation over the period from 1 January 1999 to 31 December 2009. ...