Risks and returns in the globalised South African equity market

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dc.contributor.advisorvan Walbeek, Cornéen_ZA
dc.contributor.authorSamouilhan, Nicholas Lawrenceen_ZA
dc.date.accessioned2014-07-31T12:21:56Z
dc.date.available2014-07-31T12:21:56Z
dc.date.issued2008en_ZA
dc.descriptionIncludes abstract.
dc.descriptionIncludes bibliographical references (leaves 114-119).
dc.description.abstractThe South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined.en_ZA
dc.identifier.apacitationSamouilhan, N. L. (2008). <i>Risks and returns in the globalised South African equity market</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/5700en_ZA
dc.identifier.chicagocitationSamouilhan, Nicholas Lawrence. <i>"Risks and returns in the globalised South African equity market."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2008. http://hdl.handle.net/11427/5700en_ZA
dc.identifier.citationSamouilhan, N. 2008. Risks and returns in the globalised South African equity market. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Samouilhan, Nicholas Lawrence AB - The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined. DA - 2008 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2008 T1 - Risks and returns in the globalised South African equity market TI - Risks and returns in the globalised South African equity market UR - http://hdl.handle.net/11427/5700 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/5700
dc.identifier.vancouvercitationSamouilhan NL. Risks and returns in the globalised South African equity market. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2008 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5700en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherEconomicsen_ZA
dc.titleRisks and returns in the globalised South African equity marketen_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
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