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|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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