Sam Trethewey

affiliation not provided to SSRN

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Price Momentum in the New Zealand Stock Market: A Proper Accounting for Transactions Costs and Risk

Number of pages: 72 Posted: 20 Feb 2009 Last Revised: 21 Dec 2009
Sam Trethewey and Timothy Falcon Crack
affiliation not provided to SSRN and University of Otago - Department of Accountancy and Finance
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Price momentum, New Zealand, price impact, market efficiency, equity trading, capacity constraints

Price Momentum in the New Zealand Stock Market: A Proper Accounting for Transactions Costs and Risk

Accounting & Finance, Vol. 50, No. 4, pp. 941-965, December 2010
Number of pages: 25 Posted: 08 Nov 2010
Sam Trethewey and Timothy Falcon Crack
affiliation not provided to SSRN and University of Otago
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