Quality factors explaining returns on the FTSE/JSE All-Share
The research done on style 'anomalies' such as the book-to-market and the size effect have found that these idiosyncratic factor s explain returns better than Beta. These findings have led has to an increased importance of idiosyncratic factors in explaining returns, which is contrary to t...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2015
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| Online Access: | http://hdl.handle.net/11427/15567 |