Is there momentum in Korean equity market?

Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2017. === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 47-48). === Momentum, whereby past returns are positively associated with future returns, has been do...

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Bibliographic Details
Main Author: Shin, Sungchul, S.M. Massachusetts Institute of Technology
Other Authors: Christopher Noe.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2017
Subjects:
Online Access:http://hdl.handle.net/1721.1/112020