Li, Bob; Stork, Thomas; Chai, Daniel; Ee, Mong Shan; … - In: Pacific-Basin Finance Journal 27 (2014) C, pp. 19-31
. However, existing Australian evidence on the momentum effect is contradictory and limited, partly due to differences in … empirical designs, sample periods and stock populations. We assess the momentum profitability over the most eligible stocks … institutional investors and managed funds due to their sufficient size and liquidity which make the momentum trading strategies …