Style momentum in Hong Kong, Korea and Singapore stock markets

• المؤلفون الرئيسيون: Chen, Jasen Wen Jian, Low, Seok Ming, Yang, Melvin Chunzhu
• مؤلفون آخرون: Lau Sie Ting
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/15108
• المؤسسة: Nanyang Technological University

Employing momentum trading strategies is counter to conventional rational investment behaviour. Interestingly, style momentum strategies in particular, are gaining popularity because of its proven profitability in developed markets. In this report, the focus is on Asian stock markets, where...