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...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/34590/1/Momentum%20Profitability%20in%20Malaysia.pdf http://psasir.upm.edu.my/id/eprint/34590/ http://www.pertanika.upm.edu.my/Pertanika%20PAPERS/JSSH%20Vol.%2022%20(S)%20Dec.%202014/01%20JSSH%20Vol%2022%20(S)%20Dec%202014_pg1-16%20(JSSH-1202-2014).pdf |
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