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
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. |  |
