One of our best 2016 MBA theses on residual momentum and investor sentiment

Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE) By: Louis Egbert Viljoen, 2017 Source: http://hdl.handle.net/2263/59799 ABSTRACT: Momentum has been described as the premier financial market anomaly (Fama & French, 2008), but styles based on this phenomenon tend to suffer intermittent crashes (Barroso & Santa-Clara, 2015). The study investigated a variation on momentum […]
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