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Quality factors explaining returns on the FTSE/JSE All-Share
The research done on style 'anomalies' such as the book-to-market and the size effect have found that these idiosyncratic factor s explain returns better than Beta. These findings have led has to an increased importance of idiosyncratic factors in explaining returns, which is contrary to the popular...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2015
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