Browsing Faculty of Commerce, Law and Management by Author "Reddy, Sugendree"

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Browsing Faculty of Commerce, Law and Management by Author "Reddy, Sugendree"

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  • Reddy, Sugendree (2011-06-15)
    This paper uses Fama and MacBeth (1973) methodology for deriving factor realisations from a group of economic indicators for the South African economy, in order to test the effect of economic factors on asset returns in ...

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