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Does Momentum Still Exist in the Australian Stock-Market?

Author

Listed:
  • Imroze Nandha

    (Australian Competition and Consumer Commission, Melbourne, Australia)

  • Harminder Singh

    (School of Accounting Economics and Finance, Deakin University, Australia)

  • Randy Silvers

    (School of Accounting Economics and Finance, Deakin University, Australia)

Abstract

No abstract is available for this item.

Suggested Citation

  • Imroze Nandha & Harminder Singh & Randy Silvers, 2012. "Does Momentum Still Exist in the Australian Stock-Market?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 89-92, June.
    • Handle: RePEc:ijb:journl:v:11:y:2012:i:1:p:89-92
    as

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    File URL: https://ijbe.fcu.edu.tw/assets/ijbe/past_issue/No.11-1/pdf/vol_11-1-6.pdf
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    File URL: https://ijbe.fcu.edu.tw/assets/ijbe/past_issue/No.11-1/abstract/06.html
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    References listed on IDEAS

    as
    1. Tarun Chordia & Lakshmanan Shivakumar, 2002. "Momentum, Business Cycle, and Time‐varying Expected Returns," Journal of Finance, American Finance Association, vol. 57(2), pages 985-1019, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    momentum; efficiency; anomaly;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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