Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1)

Do Momentum and Reversal Matter in the Singapore Stock Market?




Julkaisun tekijät: Syed Riaz Mahmood Ali

Kustantaja: Taylor & Francsis

Julkaisuvuosi: 2020

Journal: Asia-Pacific Journal of Accounting and Economics

DOI: http://dx.doi.org/https://doi.org/10.1080/16081625.2020.1754255

Verkko-osoite: https://www.tandfonline.com/doi/abs/10.1080/16081625.2020.1754255


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.


Ladattava julkaisu

This is an electronic reprint of the original article.
This reprint may differ from the original in pagination and typographic detail. Please cite the original version.




Last updated on 2021-24-06 at 09:40