Momentum trading strategy in the Japanese stock market.

• Main Authors: Chua, Lay Ann., Lim, Sheau Yun., Lim, Yuting.
• Other Authors: Tan, How Joo
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/9417
• Institution: 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.