An in-depth validation of momentum as a dominant explanatory factor on the Johannesburg Stock Exchange
A thesis submitted to the Faculty of Commerce, Law and Management, University of the Witwatersrand, in fulfilment of the requirements for the degree of Doctor of Philosophy (Ph.D), September 2016 === This study considers momentum in share prices, per Jegadeesh and Titman (1993, 2001), on the cross-s...
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| Format: | Others |
| Language: | en |
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2018
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| Online Access: | Page, Moshe Daniel (2017) An in-depth validation of momentum as a dominant explanatory factor on the Johannesburg Stock Exchange, University of the Witwatersrand, Johannesburg, <https://hdl.handle.net/10539/24119> https://hdl.handle.net/10539/24119 |