Intraday momentum and contrarian effects on the JSE - Investment ...
Intraday momentum and contrarian effects on the JSE - Investment ...
Intraday momentum and contrarian effects on the JSE - Investment ...
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<str<strong>on</strong>g>Intraday</str<strong>on</strong>g> <str<strong>on</strong>g>momentum</str<strong>on</strong>g> <str<strong>on</strong>g>and</str<strong>on</strong>g> <str<strong>on</strong>g>c<strong>on</strong>trarian</str<strong>on</strong>g> <str<strong>on</strong>g>effects</str<strong>on</strong>g> <strong>on</strong> <strong>the</strong> <strong>JSE</strong><br />
Rouwenhorst K. 1998. Internati<strong>on</strong>al <str<strong>on</strong>g>momentum</str<strong>on</strong>g>.<br />
Journal of Finance, 53:267-284.<br />
Rouwenhorst K. 1999. Local return factors <str<strong>on</strong>g>and</str<strong>on</strong>g><br />
turnover in emerging stock markets. Journal of<br />
Finance, 54:1439-1464.<br />
60 <strong>Investment</strong> Analysts Journal – No. 70 2009
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