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

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