Drew, Michael E.; Veeraraghavan, Madhu; Ye, Min - In: Managerial Finance 33 (2007), pp. 772-787
Purpose -The purpose of this paper is to investigate the profitability of momentum investment strategy and the predictive power of trading volume for equities listed in the Australian Stock Exchange. Design/methodology/approach -Following the Lee and Swaminathan's approach, portfolios on past...
