Analysis of the cross-section of equity returns on the JSE Securities Exchange based on linear and nonlinear modeling techniques
Includes bibliographical references. === This research investigates the relationship between firm-specific style attributes and the cross-section of equity returns on the JSE Securities Exchange (JSE) over the period from 1 January 1997 to 31 December 2007. Both linear and nonlinear expected returns...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/10795 |