Is there a Gross Profitability Premium on the Johannesburg Stock Exchange?

This study tests whether a gross-profit-to-assets premium exists on the Johannesburg Stock Exchange (JSE) by constructing portfolios over a 16-year time period from 2002 to 2018. The use of gross-profit-toassets as a stock selection tool has been found to be a viable investment strategy in some deve...

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Bibliographic Details
Main Author: Dean, Jacqueline
Other Authors: Toerien, Francois
Format: Dissertation
Language:English
Published: Faculty of Commerce 2021
Subjects:
Online Access:http://hdl.handle.net/11427/32643