The profitability of momentum strategy in tech stocks.
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....
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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2008
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| Online Access: | http://hdl.handle.net/10356/7695 |
| _version_ | 1826118872967675904 |
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| author | Tan, Hiap Sing. |
| author2 | Ho, Kim Wai |
| author_facet | Ho, Kim Wai Tan, Hiap Sing. |
| author_sort | Tan, Hiap Sing. |
| collection | NTU |
| description | 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. |
| first_indexed | 2024-10-01T04:50:59Z |
| format | Thesis |
| id | ntu-10356/7695 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T04:50:59Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/76952024-01-12T10:17:25Z The profitability of momentum strategy in tech stocks. Tan, Hiap Sing. Ho, Kim Wai Nanyang Business School DRNTU::Business::Finance::Equity 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. Master of Science (Financial Engineering) 2008-09-18T07:49:48Z 2008-09-18T07:49:48Z 2002 2002 Thesis http://hdl.handle.net/10356/7695 en Nanyang Technological University 28 p. application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Tan, Hiap Sing. The profitability of momentum strategy in tech stocks. |
| title | The profitability of momentum strategy in tech stocks. |
| title_full | The profitability of momentum strategy in tech stocks. |
| title_fullStr | The profitability of momentum strategy in tech stocks. |
| title_full_unstemmed | The profitability of momentum strategy in tech stocks. |
| title_short | The profitability of momentum strategy in tech stocks. |
| title_sort | profitability of momentum strategy in tech stocks |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/7695 |
| work_keys_str_mv | AT tanhiapsing theprofitabilityofmomentumstrategyintechstocks AT tanhiapsing profitabilityofmomentumstrategyintechstocks |