MOMENTUM AND LIQUIDITY ON THE JOHANNESBURGSTOCK EXCHANGE
Short-term price momentum has become aglobally popular topic of research, witha plethora of international evidence proving its profitability. This paperinvestigates short and medium term momentum strategies on the JohannesburgStock Exchange (JSE) over the periodJanuary 199...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Social Sciences Research Society
2013-01-01
|
| Series: | International Journal of Economics and Finance Studies |
| Online Access: | http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/2013_1/Daniel-Page.pdf |