Do momentum and reversal matter in the Singapore stock market?

Syed Ali

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    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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