Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"The Momentum Effect"”.
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A time-series and cross-sectional momentum strategy: Dual momentum applied from a South African perspective
Fama and French (2008, p.1654) referred to momentum as a “premier market anomaly”. The momentum effect has been nearly universally observed across all asset classes globally (Asness, et al., 2013). This research paper further explores momentum and replicates the dual momentum strategy proposed by …
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Essays on the Role of Informed Trading in Stock Markets
The first essay, Chapter 3, shows that uninformed investors require a price discount to hold the stock because they perceive a new information uncertainty risk when short-sale constraints are binding and informed trading is absent. Stock prices become less informative when short-sale constraints …
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Essays on the effect of exogenous factors on price momentum profit
The main aim of this thesis is to capture the exogenous factors such as industry structure, financial report tone and terrorism which have strong impact on price momentum profit. We believe that the intrinsic value which originates from the time varying characteristic is not the only source of …
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Population, human capital and development in the Maldives
The relationship between population and development has drawn the attention of economists and demographers for a long time. While academic interest has focused on population and development problems of small island countries, much of it is centred on the Pacific countries and the island states of …