Momentum Strategies: Evidence from the Pacific Basin Stock Markets

By Allaudeen Hameed, Yuanto Kusnadi. 2000

200 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/68d14cb8a8759dff230ac44dd9e4feeb1dbb6e5e

Citations in the corpus

• Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan (2007, unknown): “Our momentum results are consistent with those of Hong et al. (2003) and Hameed and Kusnadi (2002), who both find no evidence of momentum profits in Taiwan.”
• Contrarian and momentum strategies in the China stock market: 1993–2000 (2002, unknown): “Hameed and Yuanto (2000) find that a momentum strategy generates small but statistically significant profits in six Asian stock markets.”