Momentum strategies in the Singapore equity market.

Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market.

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Bibliographic Details
Main Author:	Tan, Ivan Chin Huat.
Other Authors:	Shrestha, Keshab Man
Format:	Theses and Dissertations
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/7683
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Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-76832024-01-12T10:09:31Z Momentum strategies in the Singapore equity market. Tan, Ivan Chin Huat. Shrestha, Keshab Man Nanyang Business School DRNTU::Business::Finance::Equity Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market. Master of Business Administration 2008-09-18T07:49:37Z 2008-09-18T07:49:37Z 2005 2005 Thesis http://hdl.handle.net/10356/7683 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Tan, Ivan Chin Huat. Momentum strategies in the Singapore equity market.
description	Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market.
author2	Shrestha, Keshab Man
author_facet	Shrestha, Keshab Man Tan, Ivan Chin Huat.
format	Theses and Dissertations
author	Tan, Ivan Chin Huat.
author_sort	Tan, Ivan Chin Huat.
title	Momentum strategies in the Singapore equity market.
title_short	Momentum strategies in the Singapore equity market.
title_full	Momentum strategies in the Singapore equity market.
title_fullStr	Momentum strategies in the Singapore equity market.
title_full_unstemmed	Momentum strategies in the Singapore equity market.
title_sort	momentum strategies in the singapore equity market.
publishDate	2008
url	http://hdl.handle.net/10356/7683
_version_	1789482908324462592

Momentum strategies in the Singapore equity market.

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