Abdullah Ejaz
Country: Pakistan
Affiliation: Dr., Lahore Business School, University of Lahore
-
4 publications
-
574 downloads
-
1325 views
- 1134 Views
-
0 books
-
The origin of short-term momentum effects’ profits
Abdullah Ejaz
,
Petr Polak
Investment Management and Financial Innovations Volume 10, 2013 Issue #3
Views: 519 Downloads: 137 TO CITE -
KSE: a look at sub-variants of price momentum strategy
Abdullah Ejaz ,
Petr Polak
Investment Management and Financial Innovations Volume 11, 2014 Issue #4 (cont.)
Views: 575 Downloads: 128 TO CITE -
Existence of short term momentum effect and stock market of Turkey
Abdullah Ejaz ,
Petr Polak
Investment Management and Financial Innovations Volume 12, 2015 Issue #4 pp. 9-15
Views: 549 Downloads: 434 TO CITE -
Australian Stock Exchange and sub-variants of price momentum strategies
Abdullah Ejaz ,
Petr Polak
doi: http://dx.doi.org/10.21511/imfi.15(1).2018.19
Investment Management and Financial Innovations Volume 15, 2018 Issue #1 pp. 224-235
Views: 1340 Downloads: 157 TO CITE АНОТАЦІЯThe aim of this study is to examine the sub-variants of price momentum strategies. The paper recommends which sub-variants post above average returns for Australian Stock Exchange. It also analyzes the return behavior of short-term momentum effect among sub-variants of price momentum strategies. It has been found that monthly price momentum strategies result in above average abnormal returns, whereas weekly price momentum strategies should be used in combination with monthly price momentum strategies. Trading volume-based momentum investment strategies should not be used at all.
Connected authors