Book-to-market ratio and returns on the JSE

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dc.citation.doihttps://doi.org/10.1080/10293523.2006.11082476en_ZA
dc.citation.epage38en_ZA
dc.citation.issue63en_ZA
dc.citation.spage31en_ZA
dc.contributor.authorAuret, CJ
dc.contributor.authorSinclaire, RA
dc.date.accessioned2018-07-20T09:27:09Z
dc.date.available2018-07-20T09:27:09Z
dc.date.issued2006
dc.description.abstractMany firm-specific attributes or characteristics are understood to be proxies for what Fama and French (1992: p428) refer to as “the unnamed sources of risk”. Perhaps the most notorious of these is the size of the firm or its market value, first documented by Banz (1981). The relationship between size and average returns has become known as the “size effect”.en_ZA
dc.description.librarianKIM2018en_ZA
dc.identifier.citationAuret, C. J., & Sinclaire, R. A. (2006). Book-to-market ratio and returns on the JSE. Investment Analysts Journal, 35(63), 31-38en_ZA
dc.identifier.issn2077-0227
dc.identifier.urihttps://hdl.handle.net/10539/25117
dc.journal.titleInvestment Analysts Journalen_ZA
dc.journal.volumeVol 35en_ZA
dc.language.isoenen_ZA
dc.publisherTaylor and Francisen_ZA
dc.rightsCopyright © 2018 Informa UK Limiteden_ZA
dc.subjectJohannesburg Stock Exchangeen_ZA
dc.subjectBook-to-Market Ratioen_ZA
dc.titleBook-to-market ratio and returns on the JSEen_ZA
dc.typeArticleen_ZA
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