Original paper
Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets
Abstract
This paper examines momentum profits in eight Asian markets with a focus on ownership structure, legal systems and valuation uncertainty. The results indicate that momentum strategies, which buy past winners and sell past losers, are highly profitable when implemented on Asian stock markets outside Japan. Interestingly, the common law/civil law distinction provides a perfect indicator of whether or not a market exhibited a momentum effect prior...
Paper Details
Title
Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets
Published Date
Jan 1, 2001
Journal
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Notes
History