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Showing 1 to 2 of 2 for “"growth anomalies"”.
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The total asset growth anomaly: is it incremental to the net operating asset growth anomaly?
I find that the total asset (TA) growth anomaly (Cooper et al. 2008) is a noisy manifestation of the net operating asset (NOA) growth anomaly documented earlier in the accounting literature. To better understand the underlying causes of the growth anomalies, I decompose TA growth into NOA growth …
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The South African Volatility Index (SAVI) as a tool for market timing on the Johannesburg Stock Exchange (JSE)
… large-capitalisation) and style (value versus growth) anomalies on the JSE. In the first part of this study, it was found that three of the eleven market timing trading strategies outperformed the buy-andhold strategy before the inclusion of transaction costs. When compared to the results found …