Stock return predictability and the winner-loser reversals : analysis of the arguments and the Singapore evidence.

This dissertation examines the winner-loser return reversals in the Stock Exchange of Singapore. Three major arguments that have been proposed to explain this phenomenon are analyzed. It's shown that there are significant return reversals in SES after considering several possible methodologi...

Full description

Saved in:
Bibliographic Details
Main Author: Chen, Zhong.
Other Authors: Nanyang Business School
Format: Theses and Dissertations
Language:English
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10356/42614
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English