Momentum on the JSE: the influence of size and liquidity
Thesis (M.Com. (Finance)--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2014. === This study investigates the buy-and-hold returns to intermediate-term ‘zero investment’ momentum strategies on the Johannesburg Stock Exchange, usin...
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| Format: | Others |
| Language: | en |
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2014
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| Online Access: | http://hdl.handle.net/10539/15847 |