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.

Saved in:
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University