Style momentum in Hong Kong, Korea and Singapore stock markets

Employing momentum trading strategies is counter to conventional rational investment behaviour. Interestingly, style momentum strategies in particular, are gaining popularity because of its proven profitability in developed markets. In this report, the focus is on Asian stock markets, where...

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Bibliographic Details
Main Authors: Chen, Jasen Wen Jian, Low, Seok Ming, Yang, Melvin Chunzhu
Other Authors: Lau Sie Ting
Format: Final Year Project (FYP)
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/15108