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

• المؤلفون الرئيسيون: Tan, Hong Thai., Hoo, Kuan Lian., Seow, Lawrence Tsu Zhu.
• مؤلفون آخرون: Choong Chewn Seng, Edmund
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2010
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/21182

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...