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Affleck-Graves et al., 1988 - Google Patents

Asset pricing in small markets-the South African case

Affleck-Graves et al., 1988

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Document ID
9683293083654997988
Author
Affleck-Graves J
Bradfield D
Barr G
Publication year
Publication venue
South African Journal of Business Management

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Snippet

The authors examine the validity of the CAPM for Johannesburg Stock Exchange (JSE) stocks. Additional effects, namely, dividend yield, size and liquidity arc also considered using traditional tests. The results indicate that the one-parameter CAPM is well-specified for …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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