Browsing College of Law and Management Studies by Subject "Arbitrage."
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The arbitrage pricing theory in South Africa : an empirical study of the effect of pre-specified risk factors on share prices on the Johannesburg Stock Exchange. (1993)This study tests the Arbitrage Pricing Theory on the Johannesburg stock Exchange (JSE). Following the McElroy and Burmeister (1988) approach of pre-specifying a factor structure to be tested, a possible set of factors ...