Market timing on the Johannesburg Stock Exchange

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dc.contributor.advisorVan Rensburg, Paulen_ZA
dc.contributor.authorBowler, W Matthewen_ZA
dc.date.accessioned2014-12-27T14:18:40Z
dc.date.available2014-12-27T14:18:40Z
dc.date.issued2012en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstractThe concept of market timing is hardly new. Theoretical work on the predictability of return stretches back for over a century, with substantial empirical work emerging from the 1960s onwards. This study aims to extend the literature by focusing on whether it is possible for an investor, utilising quantitative analytical techniques with available information, to utilise market timing to outperform the JSE ALSI.en_ZA
dc.identifier.apacitationBowler, W. M. (2012). <i>Market timing on the Johannesburg Stock Exchange</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/10268en_ZA
dc.identifier.chicagocitationBowler, W Matthew. <i>"Market timing on the Johannesburg Stock Exchange."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2012. http://hdl.handle.net/11427/10268en_ZA
dc.identifier.citationBowler, W. 2012. Market timing on the Johannesburg Stock Exchange. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Bowler, W Matthew AB - The concept of market timing is hardly new. Theoretical work on the predictability of return stretches back for over a century, with substantial empirical work emerging from the 1960s onwards. This study aims to extend the literature by focusing on whether it is possible for an investor, utilising quantitative analytical techniques with available information, to utilise market timing to outperform the JSE ALSI. DA - 2012 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2012 T1 - Market timing on the Johannesburg Stock Exchange TI - Market timing on the Johannesburg Stock Exchange UR - http://hdl.handle.net/11427/10268 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/10268
dc.identifier.vancouvercitationBowler WM. Market timing on the Johannesburg Stock Exchange. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2012 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/10268en_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.otherFinanceen_ZA
dc.titleMarket timing on the Johannesburg Stock Exchangeen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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