Analyzing Short Term Momentum Effect on Stock Market of Hong Kong. An Empirical Case Study
Existence of short-term momentum effect is a widely disputed topic. This paper aims to solve the dispute and examine the presence of short-term momentum effect in the stock market of Hong Kong. Empirical results of 16 monthly price momentum investment strategies suggest that short term momentum effe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Ovidius University Press
2019-01-01
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| Series: | Ovidius University Annals: Economic Sciences Series |
| Subjects: | |
| Online Access: | http://stec.univ-ovidius.ro/html/anale/RO/wp-content/uploads/2020/02/Section%20V/38.pdf |