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   The Distribution Properties of the Financial Ratios of Listed South African Industrial Companies: 1980–1989

   Item type: Journal Article • Journal: De Ratione • Authors: W R Muil --- University of Stellenbosch, W D Hamman --- University of Stellenbosch, E vd M Smit --- University of Stellenbosch,

   Financial ratios are widely used tools in financial statement analysis, where often the assumption of normality in the ratio distributions has to be made. The article examines the distributions of nine financial ratios for listed South African industrial companies over...

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2. 

   Higher moments and industry momentum returns

   Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Xiaoyue Chen --- , Australia Bin Li --- , Australia Andrew C. Worthington --- , Australia

   Motivated by the demonstrated profitability of industry momentum strategies and the established explanatory power of higher moments for momentum returns at the firm level, we investigate the relation between higher moments and industry momentum returns. We use January 1970 to...

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