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https://hdl.handle.net/10356/7695
Title: | The profitability of momentum strategy in tech stocks. | Authors: | Tan, Hiap Sing. | Keywords: | DRNTU::Business::Finance::Equity | Issue Date: | 2002 | Abstract: | The basic idea of momentum strategy is to purchase stocks that performed will in the past and sell stocks that performed poorly. In this report, we select a set of stock data in US market and compare the excessive return generated by tech portfolio and non-tech portfolio based on momentum strategy. A total of 16 momentum strategies are considered in this report. | URI: | http://hdl.handle.net/10356/7695 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Theses |
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NBS-THESES_605.pdf Restricted Access | 450.05 kB | Adobe PDF | View/Open |
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