IDEAS home Printed from https://ideas.repec.org/a/ijb/journl/v11y2012i1p89-92.html
   My bibliography  Save this article

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, College of Business and College of Finance, 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

    Download full text from publisher

    File URL: http://www.ijbe.org/table%20of%20content/pdf/vol11-1/vol11-1-06.pdf
    Download Restriction: no

    File URL: http://www.ijbe.org/table%20of%20content/abstract/Vol.11/No.1/06.htm
    Download Restriction: no

    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.
    2. Michael E. Drew & Madhu Veeraraghavan & Min Ye, 2007. "Do momentum strategies work? Australian evidence," Managerial Finance, Emerald Group Publishing, vol. 33(10), pages 772-787, September.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    momentum; efficiency; anomaly;

    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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ijb:journl:v:11:y:2012:i:1:p:89-92. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Yi-Ju Su). General contact details of provider: http://edirc.repec.org/data/cbfcutw.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.