Motivating, constructing and testing the Fama-French three factor model on the Johannesburg Stock Exchange
MCom (Research) , Faculty of Commerce, Law and Management, University of the Witwatersrand, 2007 === The purpose of this dissertation is to motivate, construct and test the suitability of the Fama and French (1993) three-factor model in pricing equities listed on the Johannesburg Stock Exchange. Bef...
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| Format: | Others |
| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10539/10371 |