---
title: Beta Anomaly in SA Markets
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-15-y-2022-i-5-p-214-d-810895/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:214-:d:810895
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F15%2F5%2F214%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A15%3Ay%3A2022%3Ai%3A5%3Ap%3A214-%3Ad%3A810895
featured: 2023-05-24
citations: unknown
topic: Asset Pricing & Factors
---


# Beta Anomaly in SA Markets

Beta anomaly disappears in South African stock market after controlling for factors.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F15%2F5%2F214%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A15%3Ay%3A2022%3Ai%3A5%3Ap%3A214-%3Ad%3A810895
- Identifier: RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:214-:d:810895
- Released: 2022-05-22
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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