Momentum trading strategy in the Japanese stock market.
This paper investigates the effectiveness of momentum trading strategies in the Japanese stock market during the period of 1974 to 2002 and its sub-periods of bull and bear market.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9417 |