Browsing Theses and Dissertations by Author "Mwungu, Collins M"

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    • An Investigation Into Momentum Anomaly: 

      Mwungu, Collins M (University of Nairobi,School of Business, University of Nairobi, 2012-11)
      This study set out to investigate further evidence on momentum anomaly at the NSE. Part of the study involved decomposing momentum profits based on firm size and testing for the influence of FF three-factor model. At ...