Search Results - person:"Abraham, Santosh Mon"

Testing International Momentum Strategies between Chinese and Australian Financial Markets

Abraham, Santosh Mon - In: International Journal of Financial Research 5 (2014) 1, pp. 1-10

This paper tests international momentum effects between Chinese Shanghai Composite Index and Australian resource stocks. If markets were efficient, there would be no profits from momentum strategies. Two momentum strategies are examined; index tracking and enhanced indexing. The enhanced indexing...

Persistent link: https://www.econbiz.de/10011267613

Testing a new contrarian strategy between Hong Kong and the Australian resources sector : a research note

Abraham, Santosh Mon - In: Journal of management research 6 (2014) 1, pp. 184-191

Persistent link: https://www.econbiz.de/10010428695

Testing international momentum strategies between Chinese and Australian financial markets

Abraham, Santosh Mon - In: International journal of financial research 5 (2014) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10010441944

Testing for over-reaction and under-reaction in Chinese Shanghai composite index constituent stocks and Australian resource stocks

Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 10, pp. 51-57

Persistent link: https://www.econbiz.de/10010199589

The profitability of contrarian stock pairs identified using a partial adjustment model : an evaluation of Chinese and Australian stocks

Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 11, pp. 82-94

Persistent link: https://www.econbiz.de/10010221327

Financial convergence or decoupling in electricity and energy markets? : a dynamic study of OECD, Latin America and Asian countries

Simpson, John L.; Abraham, Santosh Mon - In: International journal of economics and finance 4 (2012) 12, pp. 1-14

Persistent link: https://www.econbiz.de/10009681357