Momentum trading strategy in the Japanese stock market.

• المؤلفون الرئيسيون: Chua, Lay Ann., Lim, Sheau Yun., Lim, Yuting.
• مؤلفون آخرون: Tan, How Joo
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/9417
• المؤسسة: Nanyang Technological University

This paper investigates the effectiveness of momentum trading strategies in the Japanese stock market during the period of 1974 to 2002 and its sub-periods of bull and bear market.