Evidence of return predictability on the Johannesburg Stock Exchange

Simple item page
dc.contributor.advisorToerien, Francoisen_ZA
dc.contributor.advisorMacdonald, Iainen_ZA
dc.contributor.authorKruger, Ryanen_ZA
dc.date.accessioned2015-01-05T18:47:27Z
dc.date.available2015-01-05T18:47:27Z
dc.date.issued2011en_ZA
dc.description.abstractWe 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.identifier.apacitationKruger, 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/11427/11473en_ZA
dc.identifier.chicagocitationKruger, 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/11427/11473en_ZA
dc.identifier.citationKruger, R. 2011. Evidence of return predictability on the Johannesburg Stock Exchange. University of Cape Town.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
dc.identifier.urihttp://hdl.handle.net/11427/11473
dc.identifier.vancouvercitationKruger 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/11427/11473en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherManagement Studiesen_ZA
dc.titleEvidence of return predictability on the Johannesburg Stock Exchangeen_ZA
dc.typeDoctoral Thesis
dc.type.qualificationlevelDoctoral
dc.type.qualificationnamePhDen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
thesis_com_2011_kruger_r.pdf
Size:
1.75 MB
Format:
Adobe Portable Document Format
Description:
Download
Collections
PhD / Doctoral