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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| Format: | Thesis |
| Language: | English |
| Published: |
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/68178/1/GSM%202015%2015%20IR.pdf http://psasir.upm.edu.my/id/eprint/68178/ |
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