Author:Valle, Tarryn SydneDate:2015Exchange Traded Products (ETPs) have become important members of the investment universe. They are praised by institutional and retail investors alike for their low cost, transparency and efficient pricing mechanisms. ETPs trade much like ...Read more
Author:Ismail, AmeeraDate:2016This paper investigates whether South African directors are able to earn abnormal returns by trading in their companies' shares. An event study methodology was used based on the Capital Asset Pricing Model for director's trades during the ...Read more
Author:De Kock, NeilDate:2016The practice of cluster management has become an integral component to the modern cluster business environment. This research develops a framework for the valuation of synergies generated by a cluster management organisation (CMO) to be used ...Read more
Author:Morkel, Dayne LDate:2019Examining corporate social investment (CSI) in South Africa through a lens of institutional theory, this study investigates the validity of criticisms found in literature and society of the practice of CSI in the country. Using a two-phase ...Read more
Author:Chotee, DeepikaDate:2014The management of market risk is an essential determinant of the stability of a financial institution, and by extension, of the overall financial system. There are various variables which impact on the accuracy of a market risk management ...Read more
Author:Kruger, RyanDate:2011We investigate return predictability on the Johannesburg Stock Exchange (JSE) with a particular emphasis on (a) the incidence and nature of linear and nonlinear serial dependence underlying the return generation process and (b) the consistency ...Read more
Author:Kruger, RyanDate:2005The aim of this study is to identify and quantify those primary aspects of risk which impact on the construction of benchmark ind ices as well as active portfolios in the South African market. The appropriateness of tile application of the ...Read more
Author:Ebrahim, Bint NurDate:2019In this thesis conventional indices were compared to Shariah compliant indices within the respective regions and asset classes. Within the equity asset class, on the global side, the MSCI World Index was compared to the Dow Jones Islamic ...Read more
Author:Naidoo, LushanDate:2015This research aims to provide insight into the hedge fund industry in South Africa. The focus is on retirement funds and the use of hedge funds in a multi-asset class portfolio. Diversification is an important tool for portfolio managers who ...Read more
Author:Cassim, ZiyadDate:2016This study aims to test the suitability of using Bayesian probabilistic models to predict bankruptcy of JSE-listed companies. A sample of 132 companies is considered with fourteen years of financial statement information and macroeconomic ...Read more
Author:Davies, Jerome EdwardDate:2013This study investigates predictability in financial markets, specifically the South African financial market, proxied by the Johannesburg Stock Exchange (JSE) All Share Index (ALSI). It provides scientific evidence of past research of turning ...Read more
Author:Gross, EdenDate: 2020The risk management functions of most financial institutions occupy themselves with the estimation of the value at risk (VaR) of their portfolios as a measure of market risk. Various methods are available to calculate the VaR measure, and ...Read more
Author:Pardoe, LiamDate:2018We evaluate performance of general equity unit trust funds in South Africa during the period 2010 to 2017 and identify, if any, characteristics of these unit trust funds that are drivers of this performance. Performance is measured using ...Read more
Author:De Wet, DarioDate:2015The purpose of this case study is to empirically investigate the phenomenon of initial public offerings (IPOs) by applying it to Tencent Holdings Limited (Tencent). Tencent is a Chinese internet and telecommunications value-added service ...Read more
Author:Govender, LerissaDate:2018This study tests the viability of using the South African Volatility Index (SAVI) as a tool to time equity trades on the Johannesburg Stock Exchange (JSE), and uses technical analysis in the application of selected market timing trading ...Read more