Browsing by Author "Bowler, W Matthew"

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    Market timing on the Johannesburg Stock Exchange
    (2012) Bowler, W Matthew; Van Rensburg, Paul
    The concept of market timing is hardly new. Theoretical work on the predictability of return stretches back for over a century, with substantial empirical work emerging from the 1960s onwards. This study aims to extend the literature by focusing on whether it is possible for an investor, utilising quantitative analytical techniques with available information, to utilise market timing to outperform the JSE ALSI.