Value and size investment strategies: evidence from the cross-section of returns in the South African equity market
Value and size related equity investment strategies are supported by a large body of empirical research that shows a persistent premium, both longitudinally and crosssectionally. However, the competing rational and behavioural finance explanations for the success of these strategies are a subject of...
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| Format: | Others |
| Language: | English |
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Rhodes University
2013
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| Online Access: | http://hdl.handle.net/10962/d1001606 |