On the profitability of momentum strategies and relative strength indexes in the international equity markets.

Description

Leung Lok-yee. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 70-71). / Abstracts in English and Chinese. / Chapter 1. --- Introduction and Literature Review --- p.1 / Chapter 2. --- Methodology --- p.4 / Chapter A. --- Momentum Strategies / Chapter B. --- Relative Strength Indexes / Chapter 3. --- Data --- p.13 / Chapter 4. --- Emirical Findings --- p.15 / Chapter A. --- Momentum Strategies / Chapter B. --- Relative Strength Indexes / Chapter 5. --- Conclusion --- p.37 / Chapter 6. --- Tables --- p.39 / Chapter 7. --- Bibliograhy --- p.70

Links & Downloads

1. cuhk:324241
2. http://library.cuhk.edu.hk/record=b5891653
3. http://repository.lib.cuhk.edu.hk/en/item/cuhk-324241

Tags

Stock exchanges--Mathematical models

Stock price indexes--Mathematical models

Capital market--Mathematical models

Rate of return

Additional Fields

Identifer	oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324241
Date	January 2003
Contributors	Leung, Lok-yee., Chinese University of Hong Kong Graduate School. Division of Economics.
Source Sets	The Chinese University of Hong Kong
Language	English, Chinese
Detected Language	English
Type	Text, bibliography
Format	print, iii, 71 leaves : ill. ; 30 cm.
Rights	Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)