Momentum trading strategy in the Japanese stock market.
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.
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2008
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Online Access: | http://hdl.handle.net/10356/9417 |
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sg-ntu-dr.10356-94172023-05-19T06:09:04Z Momentum trading strategy in the Japanese stock market. Chua, Lay Ann. Lim, Sheau Yun. Lim, Yuting. Tan, How Joo Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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. 2008-09-24T07:32:09Z 2008-09-24T07:32:09Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9417 Nanyang Technological University application/pdf |
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DRNTU::Business::Finance::Stock exchanges Chua, Lay Ann. Lim, Sheau Yun. Lim, Yuting. Momentum trading strategy in the Japanese stock market. |
description |
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. |
author2 |
Tan, How Joo |
author_facet |
Tan, How Joo Chua, Lay Ann. Lim, Sheau Yun. Lim, Yuting. |
format |
Final Year Project |
author |
Chua, Lay Ann. Lim, Sheau Yun. Lim, Yuting. |
author_sort |
Chua, Lay Ann. |
title |
Momentum trading strategy in the Japanese stock market. |
title_short |
Momentum trading strategy in the Japanese stock market. |
title_full |
Momentum trading strategy in the Japanese stock market. |
title_fullStr |
Momentum trading strategy in the Japanese stock market. |
title_full_unstemmed |
Momentum trading strategy in the Japanese stock market. |
title_sort |
momentum trading strategy in the japanese stock market. |
publishDate |
2008 |
url |
http://hdl.handle.net/10356/9417 |
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1770564592272932864 |