Dividend yields, business conditions, and expected security returns : a South African perspective

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dc.contributor.advisorWormald, Michaelen_ZA
dc.contributor.advisorRoeleveld, Jenniferen_ZA
dc.contributor.authorKennedy-Good, Jonathanen_ZA
dc.date.accessioned2015-01-05T07:10:03Z
dc.date.available2015-01-05T07:10:03Z
dc.date.issued2003en_ZA
dc.descriptionBibliography: leaves 93-97.en_ZA
dc.description.abstractThe analysis of this topic has continued to draw attention from academics such as Jensen Johnson and Mercer (1996), Patelis (1997) and Booth and Booth (2001) who examine the results of Fama et al. (1988) under differing monetary policy regimes. Jensen et al. (1996) posit that monetary stringency affects investors' required rate of return, which is consistent with Fama et al.'s (1989) arguments that predictable variation in returns reflects rational variation in required returns. Patelis (1997) finds that monetary variables used in his analysis are marginally significant predictors of security returns across different time horizons, while Booth et al. (2001) find that measures of the stance of monetary policy contain significant explanatory information that may be used to forecast expected stock and bond returns.en_ZA
dc.identifier.apacitationKennedy-Good, J. (2003). <i>Dividend yields, business conditions, and expected security returns : a South African perspective</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/11417en_ZA
dc.identifier.chicagocitationKennedy-Good, Jonathan. <i>"Dividend yields, business conditions, and expected security returns : a South African perspective."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2003. http://hdl.handle.net/11427/11417en_ZA
dc.identifier.citationKennedy-Good, J. 2003. Dividend yields, business conditions, and expected security returns : a South African perspective. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Kennedy-Good, Jonathan AB - The analysis of this topic has continued to draw attention from academics such as Jensen Johnson and Mercer (1996), Patelis (1997) and Booth and Booth (2001) who examine the results of Fama et al. (1988) under differing monetary policy regimes. Jensen et al. (1996) posit that monetary stringency affects investors' required rate of return, which is consistent with Fama et al.'s (1989) arguments that predictable variation in returns reflects rational variation in required returns. Patelis (1997) finds that monetary variables used in his analysis are marginally significant predictors of security returns across different time horizons, while Booth et al. (2001) find that measures of the stance of monetary policy contain significant explanatory information that may be used to forecast expected stock and bond returns. DA - 2003 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2003 T1 - Dividend yields, business conditions, and expected security returns : a South African perspective TI - Dividend yields, business conditions, and expected security returns : a South African perspective UR - http://hdl.handle.net/11427/11417 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/11417
dc.identifier.vancouvercitationKennedy-Good J. Dividend yields, business conditions, and expected security returns : a South African perspective. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2003 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11417en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Finance and Taxen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherCommerceen_ZA
dc.titleDividend yields, business conditions, and expected security returns : a South African perspectiveen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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