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 Doctoral Thesis
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
dc.type.qualificationname PhD en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Kruger, R. (2011). <i>Evidence of return predictability on the Johannesburg Stock Exchange</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/11473 en_ZA
dc.identifier.chicagocitation Kruger, Ryan. <i>"Evidence of return predictability on the Johannesburg Stock Exchange."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2011. http://hdl.handle.net/11427/11473 en_ZA
dc.identifier.vancouvercitation Kruger R. Evidence of return predictability on the Johannesburg Stock Exchange. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2011 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11473 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Kruger, Ryan AB - 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. DA - 2011 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2011 T1 - Evidence of return predictability on the Johannesburg Stock Exchange TI - Evidence of return predictability on the Johannesburg Stock Exchange UR - http://hdl.handle.net/11427/11473 ER - en_ZA


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