Momentum strategies on the stock exchange of Mauritius
Momentum strategies on the stock exchange of Mauritius
Publisher:
Emerald
Date published:
2012
Record type:
Region:
Journal Title:
African Journal of Economic and Management Studies
Source:
African Journal of Economic and Management Studies, Vol. 3, No. 2, 2012, pp. 227-239
Abstract:
The purpose of this paper is to assess the presence of the momentum effect on the Stock Exchange of Mauritius (SEM) and its implications for investors. The paper is a first formal attempt to fill the research gap on the momentum effect on the Mauritian equity market. The paper also contributes to the existing literature on momentum strategies in emerging markets.
Language:
Country focus:
CITATION: Agathee, Ushad Subadar. Momentum strategies on the stock exchange of Mauritius . : Emerald , 2012. African Journal of Economic and Management Studies, Vol. 3, No. 2, 2012, pp. 227-239 - Available at: https://library.au.int/frmomentum-strategies-stock-exchange-mauritius-3