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 |