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South African Journal of Accounting Research Volume 18, 2004 - Issue 1
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Original Articles

Market segmentation and the cost of equity of companies listed on the Johannesburg Stock Exchange

C CorreiaDepartment of Accounting, University of Cape TownCorrespondence[email protected]
&
E UlianaDepartment of Accounting, University of Cape Town
Pages 65-86 | Received 01 Sep 2001, Accepted 01 Jun 2004, Published online: 03 Jun 2015

References

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  • Bradfield, D. (1997). Financial Risk Service 8 (4). University of Cape Town.
  • Bradfield, D., Firer, C. and Abrahams, Y. (2002). The Attractiveness of the Equity Market as signalled by the Market Risk Premium, Cadiz Quantitative Research, QR2002/01/1.
  • Bradfield, D. (2002). Financial Risk Service 13 (4). University of Cape Town.
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  • Firer, C. (1993). Estimating the Return Parameters of the Capital Asset Pricing Model, De Ratione, 7(1):23–39.
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  • Ross, S. Westerfield, R. Jordan, B. and Firer, C. (1996). Fundamentals of Corporate Finance, South African Edition. Irwin: London.
  • South African Reserve Bank Quarterly Bulletin. 1998.
  • Van Rensburg, P. and Slaney, K. (1997). Market segmentation on the Johannesburg Stock Exchange, Journal of Studies in Economics and Econometrics, 21(3):1–23.
  • Van Rensburg, P. (2000). Macroeconomic variables and the cross-section of Johannesburg Stock Exchange returns, South African Journal of Business Management, 31(1):31–43.
  • Van Rensburg, P. (1998). Unifying the factor analytic and prespecified variable approaches to APT factor identification on the Johannesburg Stock Exchange, South African Journal of Accounting Research, 12(1):15–45.
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