Momentum trading strategy in the Japanese stock market.
Chua, Lay Ann.
Lim, Sheau Yun.
Date of Issue2004
College of Business (Nanyang Business School)
This paper investigates the effectiveness of momentum trading strategies in the Japanese stock market during the period of 1974 to 2002 and its sub-periods of bull and bear market.
Final Year Project (FYP)
Nanyang Technological University