Browsing Theses and Dissertations (Financial Management) by Subject "Mean reversion"

Browsing Theses and Dissertations (Financial Management) by Subject "Mean reversion"

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  • Fundamental momentum : a new approach to investment analysis 
    Dittberner, Andrew Graham (University of Pretoria, 2016)
    The study examined the momentum in the fundamentals of companies over time, and whether the information content in the momentum of the fundamentals improved the understanding of the long-standing price momentum and earnings ...