The determinants of divestitures and divestiture returns in South Africa

dc.contributor.advisorMajoni, Akios
dc.contributor.authorLeepile, Katlego Joseph
dc.date.accessioned2020-03-17T12:50:22Z
dc.date.available2020-03-17T12:50:22Z
dc.date.issued2019
dc.date.updated2020-03-17T12:19:42Z
dc.description.abstractThis study investigates the determinants of divestitures, the impact of divestitures on shortterm firm value and the determinants of divestiture returns in South Africa. The study is based on a sample of 46 non-financial firms listed on the Johannesburg Stock Exchange (JSE) between 2000 and 2014. Logit regressions found CEO Turnover, a measure of corporate focus and Return on Assets (ROA), a measure of corporate efficiency, to be the only statistically significant determinants of divestitures in South Africa. However, Sales growth, Return on Equity (ROE), Debt to Total Assets (D-t-A), Debt to Equity (D-t-E), the current ratio, and the interest coverage ratio did not possess statistical significance as determinants of divestitures in South Africa. The study also investigated the impact of divestitures on short-term shareholder wealth and found that divestitures have a statistically significant positive impact on short-term firm value in South Africa. Finally, the study also investigated the determinants of divestiture returns. Cross-sectional regressions conducted on the full sample of divesting firms found that leverage has a statistically significant effect on divestiture returns in South Africa; however, firm size and efficiency do not have a statistically significant effect on divestiture returns. In order to further understand the determinants of divestiture returns in South Africa the study also separated the portfolio of divesting firms into subsamples. The study found that larger firms report superior abnormal returns than smaller firms, firms with lower levels of efficiency report superior abnormal returns than firms with higher levels of efficiency, and highly-levered firms report superior abnormal returns than lower-levered firms in South Africa.
dc.identifier.apacitationLeepile, K. J. (2019). <i>The determinants of divestitures and divestiture returns in South Africa</i>. (). ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from en_ZA
dc.identifier.chicagocitationLeepile, Katlego Joseph. <i>"The determinants of divestitures and divestiture returns in South Africa."</i> ., ,Faculty of Commerce ,Department of Finance and Tax, 2019. en_ZA
dc.identifier.citationLeepile, K.J. 2019. The determinants of divestitures and divestiture returns in South Africa. . ,Faculty of Commerce ,Department of Finance and Tax. en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Leepile, Katlego Joseph AB - This study investigates the determinants of divestitures, the impact of divestitures on shortterm firm value and the determinants of divestiture returns in South Africa. The study is based on a sample of 46 non-financial firms listed on the Johannesburg Stock Exchange (JSE) between 2000 and 2014. Logit regressions found CEO Turnover, a measure of corporate focus and Return on Assets (ROA), a measure of corporate efficiency, to be the only statistically significant determinants of divestitures in South Africa. However, Sales growth, Return on Equity (ROE), Debt to Total Assets (D-t-A), Debt to Equity (D-t-E), the current ratio, and the interest coverage ratio did not possess statistical significance as determinants of divestitures in South Africa. The study also investigated the impact of divestitures on short-term shareholder wealth and found that divestitures have a statistically significant positive impact on short-term firm value in South Africa. Finally, the study also investigated the determinants of divestiture returns. Cross-sectional regressions conducted on the full sample of divesting firms found that leverage has a statistically significant effect on divestiture returns in South Africa; however, firm size and efficiency do not have a statistically significant effect on divestiture returns. In order to further understand the determinants of divestiture returns in South Africa the study also separated the portfolio of divesting firms into subsamples. The study found that larger firms report superior abnormal returns than smaller firms, firms with lower levels of efficiency report superior abnormal returns than firms with higher levels of efficiency, and highly-levered firms report superior abnormal returns than lower-levered firms in South Africa. DA - 2019 DB - OpenUCT DP - University of Cape Town KW - Divestitures KW - Event Study KW - Cumulative Abnormal Returns KW - South Africa. LK - https://open.uct.ac.za PY - 2019 T1 - The determinants of divestitures and divestiture returns in South Africa TI - The determinants of divestitures and divestiture returns in South Africa UR - ER - en_ZA
dc.identifier.urihttps://hdl.handle.net/11427/31613
dc.identifier.vancouvercitationLeepile KJ. The determinants of divestitures and divestiture returns in South Africa. []. ,Faculty of Commerce ,Department of Finance and Tax, 2019 [cited yyyy month dd]. Available from: en_ZA
dc.language.rfc3066eng
dc.publisher.departmentDepartment of Finance and Tax
dc.publisher.facultyFaculty of Commerce
dc.subjectDivestitures
dc.subjectEvent Study
dc.subjectCumulative Abnormal Returns
dc.subjectSouth Africa.
dc.titleThe determinants of divestitures and divestiture returns in South Africa
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMCom
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