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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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9982 |
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| Institution: | Nanyang Technological University |