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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Bibliographic Details
Main Authors: Chua, Lay Ann., Lim, Sheau Yun., Lim, Yuting.
Other Authors: Tan, How Joo
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9417
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9417
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spelling 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
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle 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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