Contrarian and Momentum Strategies in Malaysia

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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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Bibliographic Details
Main Author:	Yap, Jia Huey
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/24727/

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