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Browsing by Author "Hodnett, Kathleen E"

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Analysis of the cross-section of equity returns on the JSE Securities Exchange based on linear and nonlinear modeling techniques

Author: Hodnett, Kathleen E Date: 2010 This research investigates the relationship between firm-specific style attributes and the cross-section of equity returns on the JSE Securities Exchange (JSE) over the period from 1 January 1997 to 31 December 2007. Both linear and nonlinear ... Read more

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