Evidence of return predictability on the Johannesburg Stock Exchange

 

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dc.contributor.advisor Toerien, Francois en_ZA
dc.contributor.advisor Macdonald, Iain en_ZA
dc.contributor.author Kruger, Ryan en_ZA
dc.date.accessioned 2015-01-05T18:47:27Z
dc.date.available 2015-01-05T18:47:27Z
dc.date.issued 2011 en_ZA
dc.identifier.citation Kruger, R. 2011. Evidence of return predictability on the Johannesburg Stock Exchange. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/11473
dc.description.abstract We 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 of return predictability between a stable and market crisis period. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Management Studies en_ZA
dc.title Evidence of return predictability on the Johannesburg Stock Exchange en_ZA
dc.type Thesis / Dissertation en_ZA
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Management Studies en_ZA
dc.type.qualificationlevel Doctoral en_ZA
dc.type.qualificationname PhD en_ZA
uct.type.filetype Text
uct.type.filetype Image


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