Momentum profitability in Malaysia

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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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Bibliographic Details
Main Authors:	Tan, Yeng May, Cheng, Fan Fah, Hassan, Taufiq
Format:	Article
Language:	English
Published:	Universiti Putra Malaysia Press 2014
Online Access:	http://psasir.upm.edu.my/id/eprint/34590/ http://psasir.upm.edu.my/id/eprint/34590/1/Momentum%20Profitability%20in%20Malaysia.pdf

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