AJAF

AJAF (formerly known as JASSA): The Australasian Journal of Applied Finance, is a peer reviewed journal that publishes the latest technical analysis and cutting edge research in finance. 

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The value of momentum to active managers and planned sponsors in Australia

by Andrew Grant, Hamish Malloch, Professor Steve Satchel | 11 Dec 2018
In this paper we present some details of momentum investment hopefully of interest to fund managers and planned sponsors. The focus will be on momentum investment in Australia, but much of the discussion, and results, are applicable virtually everywhere.

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