Equity market conditions and profitability of momentum long-short arbitrages in the U.S.A. REITs Market : 1972-2008.

Motivated by an earlier study on {6,6} momentum profitability of U.S.A. REITs for the 1972 – 2000 sample period, this report has reexamined the momentum profits for the extended sample period from 1972 to 2008 and for both {3,3} and {6,6} strategies. Our main finding indicates that the earlier exis...

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Bibliographic Details
Main Authors: Lee, Milene Yen Yen., Ong, Jinjing., Teo, Joanne Hui Li.
Other Authors: Kang Choong Seok, Joseph
Format: Final Year Project
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/15351
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Institution: Nanyang Technological University
Language: English
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