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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.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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