Style momentum in Hong Kong, Korea and Singapore stock markets

• Main Authors: Chen, Jasen Wen Jian, Low, Seok Ming, Yang, Melvin Chunzhu
• 其他作者: Lau Sie Ting
• 格式: Final Year Project
• 語言: English
• 出版: 2009
• 主題: DRNTU::Business::Finance::Stock exchanges
• 在線閱讀: http://hdl.handle.net/10356/15108

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...