International Journal of Business and Economics Volume 11, No. 1 June, 2012

Does Momentum Still Exist in the Australian Stock-Market?

Imroze Nandha

Australian Competition and Consumer Commission, Melbourne, Australia

Harminder Singh

School of Accounting Economics and Finance, Deakin University, Australia

Randy Silvers

School of Accounting Economics and Finance, Deakin University, Australia

Keywords：momentum, efficiency, anomaly.

JEL Classifications：G10, G14.

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