Style momentum in Hong Kong, Korea and Singapore stock markets
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...
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Main Authors: | Chen, Jasen Wen Jian, Low, Seok Ming, Yang, Melvin Chunzhu |
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Other Authors: | Lau Sie Ting |
Format: | Final Year Project |
Language: | English |
Published: |
2009
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/15108 |
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Institution: | Nanyang Technological University |
Language: | English |
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