The profitability of momentum strategies in Singapore.
We study the profitableness of three unique momentum investment strategies in the Singapore stock market (SGX). Previous studies done on Australian and US markets find that the 52-Week High Momentum strategy dominates Jegadeesh and Titman’s Price Momentum strategy and Moskowitz and Grinblatt’s Indus...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/15247 |
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| Institution: | Nanyang Technological University |
| Language: | English |