Do momentum and reversal matter in the Singapore stock market?

Syed Ali

Research output: Contribution to journalArticleScientificpeer-review

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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.
Original languageEnglish
Pages (from-to)
JournalAsia-Pacific Journal of Accounting and Economics
Publication statusPublished - 24 Apr 2020
MoE publication typeA1 Journal article-refereed


  • Momentum
  • Reversal
  • Singapore Stock Market


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