Do Momentum and Reversal Matter in the Singapore Stock Market?
Syed Riaz Mahmood Ali
Do Momentum and Reversal Matter in the Singapore Stock Market?
Syed Riaz Mahmood Ali
Taylor & Francsis
Julkaisun pysyvä osoite on:
https://urn.fi/URN:NBN:fi-fe2021042822785
https://urn.fi/URN:NBN:fi-fe2021042822785
Tiivistelmä
This paper shows the presence of positive momentum return in the short run but no
subsequent price reversal in the Singapore Market. Rather price momentum continues in the long
run. It also demonstrates that momentum profit is higher for the small and highly volatile firms
rather than the large stable firms. Both portfolio level and firm-level cross-sectional analyses are
used to show the relationships.
Kokoelmat
- Rinnakkaistallenteet [19207]