Fundamental momentum : a new approach to investment analysis

Fundamental momentum : a new approach to investment analysis

The study examined the momentum in the fundamentals of companies over time, and whether the information content in the momentum of the fundamentals improved the understanding of the long-standing price momentum and earnings momentum anomalies on the Johannesburg Stock Exchange (JSE). Fundamental mom...

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Bibliographic Details
Main Author: Dittberner, Andrew Graham
Other Authors: Van Schalkwyk, Cornelis Hendrik
Language:en
Published: 2016
Subjects:
UCTD
Fundamental momentum
Cash flow components of earnings
Earnings Momentum
Mean reversion
Online Access:http://hdl.handle.net/2263/57169
Dittberner, AG 2016, Fundamental momentum : a new approach to investment analysis, PhD Thesis, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/57169>

Internet

http://hdl.handle.net/2263/57169
Dittberner, AG 2016, Fundamental momentum : a new approach to investment analysis, PhD Thesis, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/57169>

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