Anomalies in Finance Stocks Market: Momentum Effect and Return Reversal

Anomalies in Finance Stocks Market: Momentum Effect and Return Reversal

This study applies relative strength trading rule to analyse momentum effect and return reversal in the finance sector of Malaysia for the period of January 1997–December 2014. We construct J/K overlapping portfolios consisting of finance stocks over 1–12 months short investing horizons The estimate...

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Chi tiết về thư mục
Những tác giả chính:	Kok, Sook ching, Qaiser Munir, Hooi, Hooi Lean
Định dạng:	Bài viết
Ngôn ngữ:	English
Được phát hành:	2018
Những chủ đề:	HB Economic theory. Demography HG Finance
Truy cập trực tuyến:	https://eprints.ums.edu.my/id/eprint/24143/1/Anomalies%20in%20Finance%20Stocks%20Market.pdf

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