Testing of momentum trading & small-cap premium.
Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore context. Portfolios will be formed based on the fore-mentioned market anomalies and the results will be compared to the STI to see if abnormal profits are generated. The timespan of the research would b...
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2008
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| Online Access: | http://hdl.handle.net/10356/9982 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-99822023-05-19T06:16:15Z Testing of momentum trading & small-cap premium. Chan, Choon Jit. He, Yunrui. Kumra Vikas. Choong, Edmund Chewn Seng Nanyang Business School DRNTU::Business::Finance::Investments Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore context. Portfolios will be formed based on the fore-mentioned market anomalies and the results will be compared to the STI to see if abnormal profits are generated. The timespan of the research would be from 1990-2005. 2008-09-24T07:38:29Z 2008-09-24T07:38:29Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/9982 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::Investments |
| spellingShingle |
DRNTU::Business::Finance::Investments Chan, Choon Jit. He, Yunrui. Kumra Vikas. Testing of momentum trading & small-cap premium. |
| description |
Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore context. Portfolios will be formed based on the fore-mentioned market anomalies and the results will be compared to the STI to see if abnormal profits are generated. The timespan of the research would be from 1990-2005. |
| author2 |
Choong, Edmund Chewn Seng |
| author_facet |
Choong, Edmund Chewn Seng Chan, Choon Jit. He, Yunrui. Kumra Vikas. |
| format |
Final Year Project |
| author |
Chan, Choon Jit. He, Yunrui. Kumra Vikas. |
| author_sort |
Chan, Choon Jit. |
| title |
Testing of momentum trading & small-cap premium. |
| title_short |
Testing of momentum trading & small-cap premium. |
| title_full |
Testing of momentum trading & small-cap premium. |
| title_fullStr |
Testing of momentum trading & small-cap premium. |
| title_full_unstemmed |
Testing of momentum trading & small-cap premium. |
| title_sort |
testing of momentum trading & small-cap premium. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/9982 |
| _version_ |
1770567445317156864 |