Momentum strategies in the Singapore equity market.
Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market.
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7683 |
| _version_ | 1826111216161914880 |
|---|---|
| author | Tan, Ivan Chin Huat. |
| author2 | Shrestha, Keshab Man |
| author_facet | Shrestha, Keshab Man Tan, Ivan Chin Huat. |
| author_sort | Tan, Ivan Chin Huat. |
| collection | NTU |
| description | Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market. |
| first_indexed | 2024-10-01T02:47:02Z |
| format | Thesis |
| id | ntu-10356/7683 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T02:47:02Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/76832024-01-12T10:09:31Z Momentum strategies in the Singapore equity market. Tan, Ivan Chin Huat. Shrestha, Keshab Man Nanyang Business School DRNTU::Business::Finance::Equity Research has found evidence that equity returns can be predicted with some reliability, particularly in the American and European markets. This study, however, finds that there is little evidence to support the prevalence of price momentum in Singapore market. Master of Business Administration 2008-09-18T07:49:37Z 2008-09-18T07:49:37Z 2005 2005 Thesis http://hdl.handle.net/10356/7683 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Tan, Ivan Chin Huat. Momentum strategies in the Singapore equity market. |
| title | Momentum strategies in the Singapore equity market. |
| title_full | Momentum strategies in the Singapore equity market. |
| title_fullStr | Momentum strategies in the Singapore equity market. |
| title_full_unstemmed | Momentum strategies in the Singapore equity market. |
| title_short | Momentum strategies in the Singapore equity market. |
| title_sort | momentum strategies in the singapore equity market |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/7683 |
| work_keys_str_mv | AT tanivanchinhuat momentumstrategiesinthesingaporeequitymarket |