We investigate the profitability of momentum investment strategies for equities listed on the Stock Exchange of Singapore (SGX-MAINBOARD), second board (SGX-SESDAQ) and a combined board. We also investigate the relationship between stock returns and past trading volume for equities listed in the...

This paper provides practical insight on the returns generated by momentum strategies in both the physical equity and derivative markets, specifically looking at warrants and options listed in six selected Asian Capital markets, namely (in alphabetical order), Hong Kong, Japan, Korea, Malaysia,...

In this paper, the impact of five recent terrorist attacks on equities listed on the Japanese Stock Exchange is examined. We analyse how these events affect the different sectors in Japan using the Global Industry Classification Standard. Using parametric and non-parametric tests, we investigate...

We examine the performance of the buy-write option strategy (BWS) on the Australian Stock Exchange and analyse whether such an investment opportunity violates the efficient market hypothesis on the basis of its risk and returns. This study investigates the relationship between buy-write...