Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9982
Title: Testing of momentum trading & small-cap premium.
Authors: Chan, Choon Jit.
He, Yunrui.
Kumra Vikas.
Keywords: DRNTU::Business::Finance::Investments
Issue Date: 2006
Abstract: Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore context. Portfolios will be formed based on the fore-mentioned market anomalies and the results will be compared to the STI to see if abnormal profits are generated. The timespan of the research would be from 1990-2005.
URI: http://hdl.handle.net/10356/9982
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
b06P3702.pdf
  Restricted Access
284.15 kBAdobe PDFView/Open

Page view(s) 10

286
checked on Sep 26, 2020

Download(s) 10

2
checked on Sep 26, 2020

Google ScholarTM

Check

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