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Momentum for Independent versus Group Firms

Author

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  • Hsiao-Peng Fu

Abstract

A prior research finds a significant seasonal momentum in the Taiwanese stock market. While intending to explore rationales for the seasonal momentum, this study use a relatively large dataset to verify whether strength of the momentum is different across independent and group firms. Empirical evidence do not report significant differential momentum effect between the two types of firms, inconsistent with prior findings, which reveal more pronounced momentum on independent firms.

Suggested Citation

  • Hsiao-Peng Fu, 2016. "Momentum for Independent versus Group Firms," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 7(4), pages 14-17, July.
    • Handle: RePEc:jfr:ijfr11:v:7:y:2016:i:4:p:14-17
    DOI: 10.5430/ijfr.v7n4p14
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