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The determinants and predictability of South African listed property returns
This study investigates the determinants and predictability of listed property returns in South Africa based on the framework developed by Eugene Fama and Kenneth French. The study tests four asset pricing models, including the Capital Asset Pricing Model (CAPM) developed by Sharpe (1964) and Lintne...
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| Format: | Thesis |
| Language: | English |
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Department of Construction Economics and Management
2018
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