• About IJBS
  • Announcement
    • Conference Collaboration
    • Submission
  • Contributors
    • Ethics & Malpractice
    • Journal Template
  • Boards
  • Rates
  • Current Issue
  • Reviewer
  • Home
  • Volume 11-20
  • Volume 18 No.2, 2017
  • Profitability of CAPM Momentum Strategies in the US Stock Market

Profitability of CAPM Momentum Strategies in the US Stock Market

Written by Terence Tai-Leung Chong, Qing He, Hugo Tak-Sang Ip and Jonathan T. Siu on 18 October 2017. Posted in Vol.18 No.2, 2017

International Journal of Business and Society
Vol. 18 No.2, 2017, 347-362

Full Paper

Tags: Momentum Strategies, Sharpe Ratio, Fama-French Model, CAPM Model

Journal Archive

  • Volume 25 (2024)
    • Volume 25 No.1, 2024
    • Volume 25 No.2, 2024
    • Volume 25 Special Issue, 2024
  • Volume 24 (2023)
    • Volume 24 No.1, 2023
    • Volume 24 No.2, 2023
    • Volume 24 No.3, 2023
  • Volume 23 (2022)
    • Volume 23 No.1, 2022
    • Volume 23 No.2, 2022
    • Volume 23 No.3, 2022
  • Volume 22 (2021)
    • Volume 22 No.3, 2021
    • Volume 22 No.2, 2021
    • Volume 22 No.1, 2021
  • Volume 21 (2020)
    • Volume 21 S1, 2020
    • Volume 21 No.3, 2020
    • Volume 21 No.2, 2020
    • Volume 21 No.1, 2020
  • Volume 11-20
    • Volume 20 S1, 2019
    • Volume 20 No.3, 2019
    • Volume 20 No.1, 2019
    • Volume 20 No.2, 2019
    • Volume 19 No.3, 2018
    • Volume 19 No.2, 2018
    • Volume 19 No.1, 2018
    • Volume 19 S3, 2018
    • Volume 19 S4, 2018
    • Volume 19 S2, 2018
    • Volume 19 S1, 2018
    • Volume 18 No.3, 2017
    • Volume 18 No.2, 2017
    • Volume 18 No.1, 2017
    • Volume 18 S4, 2017
    • Volume 18 S1, 2017
    • Volume 18 S3, 2017
    • Volume 17 No.2, 2016
    • Volume 18 S2, 2017
    • Volume 17 No.3, 2016
    • Volume 17 No.1, 2016
    • Volume 15 No.3, 2014
    • Volume 15 No.2, 2014
    • Volume 16 No.3, 2015
    • Volume 16 No.1, 2015
    • Volume 15 No.1, 2014
    • Volume 16 No.2, 2015
    • Volume 14 No.3, 2013
    • Volume 14 No.2, 2013
    • Volume 13 No.2, 2012
    • Volume 13 No.3, 2012
    • Volume 14 No.1, 2013
    • Volume 12 No.2, 2011
    • Volume 11 No.2, 2010
    • Volume 13 No.1, 2012
    • Volume 12 No.1, 2011
    • Volume 11 No.1, 2010
  • Volume 1-10
    • Volume 10 No.2, 2009
    • Volume 10 No.1, 2009
    • Volume 8 No.2, 2007
    • Volume 9 No.2, 2008
    • Volume 9 No.1, 2008
    • Volume 7 No.2, 2006
    • Volume 8 No.1, 2007
    • Volume 5 No.1, 2004
    • Volume 7 No.1, 2006
    • Volume 6 No.2, 2005
    • Volume 6 No.1, 2005
    • Volume 5 No.2, 2004
    • Volume 3 No.2, 2002
    • Volume 4 No.1, 2003
    • Volume 4 No.2, 2003
    • Volume 3 No.1, 2002
    • Volume 2 No.2, 2001
    • Volume 2 No.1, 2001
    • Volume 1 No.1, 2000
© 2021 Official Portal of Universiti Malaysia Sarawak. All Rights Reserved.
We are mobile-friendly.
  • About IJBS
  • Announcement
    • Conference Collaboration
    • Submission
  • Contributors
    • Ethics & Malpractice
    • Journal Template
  • Boards
  • Rates
  • Current Issue
  • Reviewer