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...
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| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2011
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/42614 |
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