Firm-specific attributes and the cross-section of equity returns on the Tokyo Stock Exchange
Includes bibliographical references. === This thesis follows the methodologies of Fama and Macbeth (1973) and Robertson (2003) and empirically investigates the cross-sectional relationship between firm-specific attributes and stock returns on the Tokyo Stock Exchange (TSE). A dataset of 226 firm-spe...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | English |
| Published: |
University of Cape Town
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11427/10920 |