Can market state and market volatility explain time-varying momentum profits in South Africa?
Year of publication: |
2023
|
---|---|
Authors: | Kaluba, Mwangele ; Seetharam, Yudhvir |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 10, p. 4363-4382
|
Subject: | Momentum | Volatility | South Africa | Emerging markets | Südafrika | Volatilität | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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