Momentum effects in country equity indices
Year of publication: |
2010
|
---|---|
Authors: | Muller, C. ; Ward, M. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 34.2010, 1, p. 111-127
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Mean Reversion | Mean reversion | Schätzung | Estimation | Welt | World | 1970-2009 |
-
Goulding, Christian L., (2024)
-
Is factor momentum greater than stock momentum?
Falck, Antoine, (2021)
-
Modeling momentum and reversals
Stein, Harvey J., (2022)
- More ...
-
Market underreaction to open market share repurchases on the JSE
Wesson, N., (2014)
-
The impact of regulatory fines on shareholder returns
Strydom, J., (2015)
-
Market reaction to tender and private offers on the JSE
Wesson, N., (2017)
- More ...