Market segmentation and factors affecting stock returns on the JSE.

Market segmentation and factors affecting stock returns on the JSE.

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<p><font face="F59" size="3"><font face="F59" size="3"> <p align="left">This study examines the relationship between stock returns and market segmentation. Monthly returns of stocks listed on the JSE from 1997-2007 are analyse...

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Bibliographic Details
Main Author:	Chimanga, Artwell S.
Format:	Others
Language:	English
Published:	2008
Subjects:	Market-Segmentation Principal Components Cluster Analysis Multifactor models Co-variances Abitrage Pricing Theory Sector Indices JSE.
Online Access:	http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_6143_1260529298

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