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Does Momentum Still Exist in the Australian Stock-Market?

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Author Info

  • 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)

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    Abstract

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    File URL: http://www.ijbe.org/table%20of%20content/pdf/vol11-1/vol11-1-06.pdf
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    Bibliographic Info

    Article provided by College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan in its journal International Journal of Business and Economics.

    Volume (Year): 11 (2012)
    Issue (Month): 1 (June)
    Pages: 89-92

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    Handle: RePEc:ijb:journl:v:11:y:2012:i:1:p:89-92

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    Postal: 100 Wenhwa Road, Seatwen, Taichung
    Web page: http://www.ijbe.org/
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    Related research

    Keywords: momentum; efficiency; anomaly;

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    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, 04.
    2. Michael E. Drew & Madhu Veeraraghavan & Min Ye, 2004. "Do Momentum Strategies Work?: - Australian Evidence," School of Economics and Finance Discussion Papers and Working Papers Series 169, School of Economics and Finance, Queensland University of Technology.
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