Contrarian and Momentum Strategies in Malaysia
This study aims to test the profitability of contrarian and momentum strategies in the Malaysian stock market over the period of 1990 to 2010 and the sub-periods which include two normal period and two crisis periods. Results show that for the full period, the Malaysian market exhibit contrarian pro...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24727/ |