The relative efficacy of momentum strategies in the South African equity market

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Bibliographische Detailangaben
Veröffentlicht in:Journal of economic and financial sciences
1. Verfasser: Marx, Chantal (VerfasserIn)
Weitere Verfasser: Botha, Ilse (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: October 2017
Schlagworte:
efficiency > Momentum-based strategies > Sharpe ratio > South African equity market > Aufsatz in Zeitschrift
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