An Investigation of the Low Beta Anomaly on the JSE

Thesis (M.Com. (Finance))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2016 === This study aims to investigate the presence of the low market risk (beta) anomaly in the Johannesburg Stock Market (JSE). Finance theory suggests t...

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Bibliographic Details
Main Author: Wright, Tarryn
Format: Others
Language:en
Published: 2017
Subjects:
JSE
Online Access:Wright, Tarryn (2016) An Investigation of the Low Beta Anomaly on the JSE, University of the Witwatersrand, <http://hdl.handle.net/10539/21594>
http://hdl.handle.net/10539/21594