The behaviour of style anomalies in worldwide sector indices : a univariate and multivariate analysis
Includes bibliographical references. === The aim of this thesis is to explain the cross-section of International Classification Benchmark (ICB) level 4 (sector) index returns. A worldwide study of 48 developed and emerging countries is conducted, considering up to 38 sector indices per country. In c...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/8909 |