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Start Over Author "ZULFIQAR, ALI IMRAN" Journal ovidius university annals: economic sciences series
1 results on '"ZULFIQAR, ALI IMRAN"'

1. Analyzing Short Term Momentum Effect on Stock Market of Hong Kong. An Empirical Case Study

Author

Cristi Spulbar, Zulfiqar Ali Imran, and Ramona Birau

Subjects
momentum strategy, zero cost momentum portfolio, above average return, winner portfolios, loser portfolios, Business, HF5001-6182, Economics as a science, HB71-74
Abstract

Existence of short-term momentum effect is a widely disputed topic. This paper aims to solve the dispute and examine the presence of short-term momentum effect in the stock market of Hong Kong. Empirical results of 16 monthly price momentum investment strategies suggest that short term momentum effect has been found in Hong Kong’s stock market and it is overwhelmingly strong. Future research should focus on investigating momentum effect using weekly and daily price momentum strategies.

Published
2019

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