Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7695
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dc.contributor.authorTan, Hiap Sing.en_US
dc.date.accessioned2008-09-18T07:49:48Z-
dc.date.available2008-09-18T07:49:48Z-
dc.date.copyright2002en_US
dc.date.issued2002-
dc.identifier.urihttp://hdl.handle.net/10356/7695-
dc.description.abstractThe 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.en_US
dc.format.extent28 p.-
dc.language.isoen-
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Equity-
dc.titleThe profitability of momentum strategy in tech stocks.en_US
dc.typeThesisen_US
dc.contributor.supervisorHo, Kim Waien_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Science (Financial Engineering)en_US
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