Evidence of return predictability on the Johannesburg Stock Exchange

Kruger, Ryan

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