Firm-specific attributes and the cross-section of JSE securities exchange returns
Includes bibliographical references. === The empirical counterpart of a theory of asset prices is a model of the cross-section of security returns. Empirical tests of the Capital Asset Pricing Model (CAPM) of Sharpe (1964), Lintner (1965), Mossin (1966) and Black (1972) using cross-sectional methodo...
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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/11427/8785 |