Impact of ownership concentration, industry and liquidity factors on momentum effect in Malaysia and Australia

It is well documented that momentum strategies are profitable and significant in developed markets. By contrast, emerging market momentum evidence is found to be inconclusive. This suggests a continued need for further exploration in the research area, and underscores the possibility that some un...

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书目详细资料
主要作者: Tan, Yeng May
格式: Thesis
语言:英语
出版: 2015
主题:
在线阅读:http://psasir.upm.edu.my/id/eprint/68178/1/GSM%202015%2015%20IR.pdf

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