DETERMINANTS OF MOMENTUM STRATEGY AND RETURN IN SHORT TIME HORIZON: CASE IN INDONESIAN STOCK MARKET
he profitability of momentum strategy remains a heavily discussed topic. Two main topics in this area that put great interest in researchers are the momentum profitability over various time horizon and its sources. This research examined both topics in Indonesian stock market for 685 trading days. I...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/24015 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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