Multifactor explanation of security returns in South Africa

Osita Chukwulobelu, Samuel Fosu, William Coffie*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    Original languageEnglish
    Pages (from-to)380-397
    Number of pages18
    JournalInternational Journal of Management Practice
    Volume7
    Issue number4
    DOIs
    Publication statusPublished (VoR) - 2014

    Keywords

    • Fama-French three factor model
    • Johannesburg Stock Exchange
    • Security returns
    • Size and value premia
    • South Africa

    Fingerprint

    Dive into the research topics of 'Multifactor explanation of security returns in South Africa'. Together they form a unique fingerprint.

    Cite this