A study on the relationship between momentum strategies and firm size.

Momentum strategies have attracted a widespread following ever since they were documented by Jegadeesh and Titman (1993). This study targets the momentum effect under a more relevant context from 1983 to 2008 in the American stock markets. We proved that the momentum effect exist in our period studi...

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Bibliographic Details
Main Authors: Tan, Hong Thai., Hoo, Kuan Lian., Seow, Lawrence Tsu Zhu.
Other Authors: Choong Chewn Seng, Edmund
Format: Final Year Project
Language:English
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10356/21182
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Institution: Nanyang Technological University
Language: English