Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7683
Title: Momentum strategies in the Singapore equity market.
Authors: Tan, Ivan Chin Huat.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2005
Abstract: Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market.
URI: http://hdl.handle.net/10356/7683
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

Files in This Item:
File Description SizeFormat 
NBS-THESES_595.pdf
  Restricted Access
4.42 MBAdobe PDFView/Open

Page view(s) 10

282
checked on Sep 26, 2020

Download(s) 10

7
checked on Sep 26, 2020

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.