Interaction between firm-level variables and stock betas : a South African perspective

Includes abstract. === Includes bibliographical references (leaves 42-44). === This paper aims to determine the existence of the interaction between firm-level variables and stock betas in the South African equity market and if existent, use this relationship to aid market participants in the invest...

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Bibliographic Details
Main Author: Yang, Yanni
Other Authors: Witten, Gareth
Format: Dissertation
Language:English
Published: University of Cape Town 2015
Subjects:
Online Access:http://hdl.handle.net/11427/12242