Assessing momentum investment strategies in the U.A.E. Stock Market

The thesis extends the research in the area of momentum strategies by investigating the short-term continuation for stocks listed in the United Arab Emirates (U.A.E.) Stock Market over the period from January 2001 to June 2006. The evidence shows that winner portfolios tend to outperform loser portf...

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Bibliographic Details
Main Author: Al Muhairi, Muna
Other Authors: Daynes, Arief
Published: University of Portsmouth 2011
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.542221