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