Mak Weijie

University of Nottingham

University Park

Nottingham, NG8 1BB

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Testing the Profitability of a Volume-Augmented Momentum Strategy in the Philippines Equity Market

Journal of Applied Finance and Banking, Vol. 3, No. 1, 2012, pp 1 - 12
Number of pages: 12 Posted: 24 Dec 2012 Last Revised: 16 Jan 2013
University College London - Department of Economics, University of Nottingham, University of Nottingham and Independent
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Abstract:

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momentum, Philippines equity market, volume-augmented strategies, trading strategies, market efficiency