Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE)

Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE)

Momentum has been described as the premier financial market anomaly (Fama & French, 2008), but styles based on this phenomenon tend to suffer intermittent crashes (Barroso & Santa-Clara, 2015). The study investigated a variation on momentum that considers only firm-specific returns, determin...

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Bibliographic Details
Main Author: Viljoen, Louis Egbert
Other Authors: de Carcenac, Daniel
Language:en
Published: University of Pretoria 2017
Subjects:
UCTD
Online Access:http://hdl.handle.net/2263/59799
Viljoen, LE 2017, Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE), MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/59799>

Internet

http://hdl.handle.net/2263/59799
Viljoen, LE 2017, Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE), MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/59799>

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