Empirical essays in financial economics

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dc.contributor.advisorAbraham, Haimen_ZA
dc.contributor.authorEndi, Ali Ahmeden_ZA
dc.date.accessioned2014-12-28T20:13:23Z
dc.date.available2014-12-28T20:13:23Z
dc.date.issued2010en_ZA
dc.descriptionIncludes bibliographical references (leaves 156-171).en_ZA
dc.description.abstractPaper 1 focuses on implied volatility estimation and investigates the volatility smile in a South African context with fourteen stocks listed on JSE Limited and fifty-nine options on these underlying stocks for the period April 4, 2002 to November 8, 2008. Paper 2 uses an empirical approach, based on the CAPM model, to study the risk and return relationships of A shares (available for domestic investors) and B shares (available for foreign investors) in the Shanghai Stock Exchange. Paper 3 takes an empirical approach to examine and compare three different methods for measuring the trade-off between the risk and the return of trading stocks in both South Africa and China. Paper 4 suggests an empirical framework as a possible mechanism to describe asset-price bubbles.en_ZA
dc.identifier.apacitationEndi, A. A. (2010). <i>Empirical essays in financial economics</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/10455en_ZA
dc.identifier.chicagocitationEndi, Ali Ahmed. <i>"Empirical essays in financial economics."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2010. http://hdl.handle.net/11427/10455en_ZA
dc.identifier.citationEndi, A. 2010. Empirical essays in financial economics. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Endi, Ali Ahmed AB - Paper 1 focuses on implied volatility estimation and investigates the volatility smile in a South African context with fourteen stocks listed on JSE Limited and fifty-nine options on these underlying stocks for the period April 4, 2002 to November 8, 2008. Paper 2 uses an empirical approach, based on the CAPM model, to study the risk and return relationships of A shares (available for domestic investors) and B shares (available for foreign investors) in the Shanghai Stock Exchange. Paper 3 takes an empirical approach to examine and compare three different methods for measuring the trade-off between the risk and the return of trading stocks in both South Africa and China. Paper 4 suggests an empirical framework as a possible mechanism to describe asset-price bubbles. DA - 2010 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2010 T1 - Empirical essays in financial economics TI - Empirical essays in financial economics UR - http://hdl.handle.net/11427/10455 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/10455
dc.identifier.vancouvercitationEndi AA. Empirical essays in financial economics. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2010 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/10455en_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.titleEmpirical essays in financial economicsen_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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