Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks
Year of publication: |
2009
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Authors: | Bartens, Ryans ; Hassan, Shakill |
Institutions: | Economic Research Southern Africa (ERSA) |
Subject: | anomalies | real-time predictability | long/short portfolios | emerging markets | South Africa |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 154 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; M41 - Accounting ; C21 - Cross-Sectional Models; Spatial Models |
Source: |
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Value, Size and Momentum Portfolios in Real Time : The Cross-Section of South African Stocks
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