Browsing by Author "Samouilhan, Nicholas Lawrence"

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    Risks and returns in the globalised South African equity market
    (2008) Samouilhan, Nicholas Lawrence; van Walbeek, Corné
    The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined.