Volume 11, No. 1, June 2012

 

Does Momentum Still Exist in the Australian Stock-Market?

Imroze Nandha
Australian Competition and Consumer Commission, Melbourne, Australia
Harminder Singh
School of Accounting Economics and Finance, Deakin University, Australia
Randy Silvers
School of Accounting Economics and Finance, Deakin University, Australia
Key words: momentum; efficiency; anomaly
JEL classification: G10; G14

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