Please use this identifier to cite or link to this item: 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
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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