Article2001

Evidence of a value-growth phenomenon on the Johannesburg Stock Exchange

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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Extracted from text ... Number 53 - Part 1 M Graham and E Uliana* Evidence of a value-growth phenomenon on the Johannesburg Stock Exchange *Department of Accounting, University of Cape Town, Private Bag, Rondebosch 7701, Republic of South Africa. The financial support of the Department of Accounting at the University of Cape Town is gratefully acknowledged. We are also grateful for the suggestions made by Prof Geoff Everingham and the anonymous referees. Email: mgraham@commerce.uct.ac.za 1. Introduction 1.1 Background Early empirical evidence (see for example; Black, Jensen and Scholes, 1972; Fama, 1970; Fama and Macbeth, 1973) provided support for the bases of finance theory, the ..

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1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1973Risk, Return, and Equilibrium: Empirical Tests 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1981The relationship between return and market value of common stocks 1994Contrarian Investment, Extrapolation, and Risk 1966Mutual Fund Performance 1972The capital asset pricing model: Some empirical tests

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