The profitability of momentum investing

Thesis (MScEng (Industrial Engineering))--University of Stellenbosch, 2010. === ENGLISH ABSTRACT: Several studies have shown that abnormal returns can be generated simply by buying past winning stocks and selling past losing stocks. Being able to predict future price behaviour by past price movement...

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Bibliographic Details
Main Author: Friedrich, Ekkehard Arne
Other Authors: Von Leipzig, K. H.
Format: Others
Language:en
Published: Stellenbosch : University of Stellenbosch 2010
Subjects:
Online Access:http://hdl.handle.net/10019.1/4373