Testing of momentum trading & small-cap premium.
Chan, Choon Jit.
Date of Issue2006
College of Business (Nanyang Business School)
Examining the feasibility of momentum strategy and the presence of small cap-premium in singapore context. Portfolios will be formed based on the fore-mentioned market anomalies and the results will be compared to the STI to see if abnormal profits are generated. The timespan of the research would be from 1990-2005.
Final Year Project (FYP)
Nanyang Technological University