Momentum profitability in Malaysia
This paper reports evidence of short-term momentum profits in a study of 700 stocks traded in the emerging Malaysian stock market. For this purpose, momentum portfolios were formed over a full sample period and other sub-periods that included the Asian Financial Crisis, Global Financial Crisis and t...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2014
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/34590/1/Momentum%20Profitability%20in%20Malaysia.pdf |