Do momentum and reversal matter in the Singapore stock market?

Syed Ali

    Forskningsoutput: TidskriftsbidragArtikelVetenskapligPeer review

    20 Nedladdningar (Pure)


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


    • Momentum
    • Reversal
    • Singapore Stock Market


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