Do momentum and reversal matter in the Singapore stock market?

Forskningsoutput: TidskriftsbidragArtikelVetenskapligPeer review

Sammanfattning

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.
OriginalspråkEngelska
Sidor (från-till)
TidskriftAsia-Pacific Journal of Accounting and Economics
DOI
StatusPublicerad - 24 apr 2020
MoE-publikationstypA1 Tidskriftsartikel-refererad

Nyckelord

  • Momentum
  • Reversal
  • Singapore Stock Market

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