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Testing the Long-Term Profitability of the Short-Term Reversal Strategy

The purpose of this investigation was to test the theoretical possibility of an investor earning a positive cash return from the activities of the stock market despite effectively holding no position at all in said market. The sample data were the daily returns for the shares of the 780 companies li...

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Bibliographic Details
Main Author: Tsiu, Matsepe Modikeng Theodore
Other Authors: van Rensburg, Paul
Format: Thesis
Language:English
Published: Department of Finance and Tax 2020
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