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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/8344
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dc.contributor.authorMohammad Akter Hossan-
dc.contributor.authorSang-Bum Park-
dc.date.accessioned2024-02-27T06:36:04Z-
dc.date.available2024-02-27T06:36:04Z-
dc.date.issued2013-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/8344-
dc.description.abstractThis study focuses on sources of momentum strategies for the Dhaka Stock Exchange of Bangladesh. For these purposes, this study applies models based on serial correlation and lead - lag effect suggested by Jegadeesh and Titman (1993) and (1995) respectively. Results of these models find that investors' overreaction to firm- specific information is the source of momentum profits in the Dhaka Stock Exchange. Furthermore, lead- lag pattern in stock returns does not contribute to the expected momentum profits in Dhaka Stock Exchange. However, this study finds a large difference between expected and actual momentum profits for the Dhaka Stock Exchange.-
dc.publisherIndian Journal of Finance-
dc.titleSources of Momentum Profits in Emerging Stock Markets- the Case of Dhaka Stock Exchange-
dc.volVol 7-
dc.issuedNo 11-
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