Asset Pricing and Momentum: A South African Perspective
Author:
Affiliation:
1. Development Finance Centre, Graduate School of Business, University of Cape Town, Cape Town, South Africa
2. School of Accounting, Economics and Finance, University of KwaZulu-Natal, Durban, South Africa
Publisher
Informa UK Limited
Subject
Development,Geography, Planning and Development
Link
https://www.tandfonline.com/doi/pdf/10.1080/15228916.2017.1343033
Reference51 articles.
1. An alternative three-factor model for international markets: Evidence from the European Monetary Union
2. Robustness of the Carhart four-factor and the Fama-French three-factor models on the South African stock market
3. The Price of Risk on the African Frontier Stock Markets
4. The relationship between return and market value of common stocks
5. Feasibility of the Fama and French three factor model in explaining returns on the JSE
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