Feasibility of the Fama and French three factor model in explaining returns on the JSE
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2010.11082516
Reference40 articles.
1. Asset pricing with liquidity risk
2. The relationship between return and market value of common stocks
3. Another look at the cross-section of average returns on the JSE
4. INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
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