Short Term Momentum Profits and Their Source - Couverture souple

Ejaz, Abdullah; Polak, Petr

 
9783659502743: Short Term Momentum Profits and Their Source
Couverture souple
ISBN 10 : 365950274X ISBN 13 : 9783659502743
Editeur : LAP LAMBERT Academic Publishing, 2013

Synopsis

The main objective of this paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm the findings of pervious authors about the presence of short term momentum effect and reaffirm the notion that CAPM cannot explain momentum profits supported by large number of authors. For the primary objective, a set of variables has been chosen, that fall under the category of “Business Indicators”, to explain the momentum profits. It is found that a variable “Starting a Business” could explain the source of momentum profits whereas other variables may have negligible or no influence over momentum profits. It is also reaffirmed that short term momentum effect has been found in the 14 stock markets and CAPM could not explain the momentum profits. This study is not conclusive due to limitation of data but it does give a source of momentum profits and sheds light on future research about the sources that can explain momentum profits in great detail.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The main objective of this paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm the findings of pervious authors about the presence of short term momentum effect and reaffirm the notion that CAPM cannot explain momentum profits supported by large number of authors. For the primary objective, a set of variables has been chosen, that fall under the category of “Business Indicators”, to explain the momentum profits. It is found that a variable “Starting a Business” could explain the source of momentum profits whereas other variables may have negligible or no influence over momentum profits. It is also reaffirmed that short term momentum effect has been found in the 14 stock markets and CAPM could not explain the momentum profits. This study is not conclusive due to limitation of data but it does give a source of momentum profits and sheds light on future research about the sources that can explain momentum profits in great detail.

Biographie de l'auteur

Dr. Petr Polak has been Associate Professor in Finance at the University of Brunei Darussalam since 2010. Abdullah Ejaz has been Ph.D. candidate at the University of Brunei Darussalam since 2012. In 2011 he completed his master studies at Swansea University (UK).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2013
Langue
anglais
ISBN 10 
365950274X
ISBN 13 
9783659502743
Reliure
Broché
Nombre de pages
92
Coordonnées du fabricant
non disponible
Personne responsable
KreGa Onlinehandel GmbH
4950000000000
info@krega-onlinehandel.de

Birkenweg 31
Brakel
33034
Allemagne