Predicting the Bull Run: scientific evidence for turning points of markets

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dc.contributor.advisorGstraunthaler, Thomasen_ZA
dc.contributor.advisorKruger, Ryanen_ZA
dc.contributor.authorDavies, Jerome Edwarden_ZA
dc.date.accessioned2014-12-27T19:55:56Z
dc.date.available2014-12-27T19:55:56Z
dc.date.issued2013en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstractThis study investigates predictability in financial markets, specifically the South African financial market, proxied by the Johannesburg Stock Exchange (JSE) All Share Index (ALSI). It provides scientific evidence of past research of turning points in markets, focusing on bull markets as evidence suggests that predictability of bull markets leads to superior returns for an asset manager. In addition, this study provides an analysis of macroeconomic variables that can be used for predictability in the South Africa financial market. We found that certain macroeconomic variables do contain an element of predictability with the yield spread and short term interest rates being the best indicators. In addition we found that predicting the Bull Run in its earliest phase provides superior returns to an asset manager.en_ZA
dc.identifier.apacitationDavies, J. E. (2013). <i>Predicting the Bull Run: scientific evidence for turning points of markets</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/10323en_ZA
dc.identifier.chicagocitationDavies, Jerome Edward. <i>"Predicting the Bull Run: scientific evidence for turning points of markets."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2013. http://hdl.handle.net/11427/10323en_ZA
dc.identifier.citationDavies, J. 2013. Predicting the Bull Run: scientific evidence for turning points of markets. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Davies, Jerome Edward AB - This study investigates predictability in financial markets, specifically the South African financial market, proxied by the Johannesburg Stock Exchange (JSE) All Share Index (ALSI). It provides scientific evidence of past research of turning points in markets, focusing on bull markets as evidence suggests that predictability of bull markets leads to superior returns for an asset manager. In addition, this study provides an analysis of macroeconomic variables that can be used for predictability in the South Africa financial market. We found that certain macroeconomic variables do contain an element of predictability with the yield spread and short term interest rates being the best indicators. In addition we found that predicting the Bull Run in its earliest phase provides superior returns to an asset manager. DA - 2013 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2013 T1 - Predicting the Bull Run: scientific evidence for turning points of markets TI - Predicting the Bull Run: scientific evidence for turning points of markets UR - http://hdl.handle.net/11427/10323 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/10323
dc.identifier.vancouvercitationDavies JE. Predicting the Bull Run: scientific evidence for turning points of markets. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2013 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/10323en_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.otherFinancial Managementen_ZA
dc.titlePredicting the Bull Run: scientific evidence for turning points of marketsen_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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