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Three essays on stock market seasonality
Choi, Hyung-Suk - 2008
seasonality in returns to style portfolios, which serve as important benchmarks for asset allocation, and investigate its … than the buy-and-hold strategy.In chapter 3, we establish the presence of seasonality in the cash flows to the U … make their investment decisions. We offer the possible sources for the seasonality in mutual funds flows. …
Persistent link: https://www.econbiz.de/10009475790
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An investigation into the use of neural networks for the prediction of the stock exchange of Thailand
Chaigusin, Suchira - 2011
Stock markets are affected by many interrelated factors such as economics and politics at both national and …
Persistent link: https://www.econbiz.de/10009440862
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The efficiency of African stock markets : a comparative analysis
Mlambo, Chipo - 2006
ENGLISH ABSTRACT: This study investigates whether any exploitable pauems exist in a sample of tenAfrican stock markets that could lead to abnonnal gains. Southern Africa isrepresented by Botswana, Namibia. Mauritius and Zimbabwe, East Africa by Kenya,West Africa by Ghana and the BRVM, and North...
Persistent link: https://www.econbiz.de/10009442072
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The application of fundamental indexing to the South African equity market for historical data dating back to 1996
Ferreira, Rickus - 2009
Measuring the performance of any financial portfolio is only relevant ifcompared relative to another similar portfolio. Over the years the norm in theindustry has been to use market capitalisation indices as benchmarks tomeasure performance.Market capitalisation indices, such as the FTSE/JSE...
Persistent link: https://www.econbiz.de/10009442098
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An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index
Brand, Rene - 2009
ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied toeconomics. The distributions of financial time series are the aspect most intensely studied byphysicists. This study is based on a study by Kleinert and Chen who applied the...
Persistent link: https://www.econbiz.de/10009442109
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Stock market development and economic growth : a case for Zambia
Sililo, Mulambo - 2010
ENGLISH ABSTRACT: This present study investigates the directional link between stock market development and economic growth in Zambia for the period 2002-2009, using quarterly data. While there is numerous empirical research conducted on this topic, none of it constitutes an in-depth study of...
Persistent link: https://www.econbiz.de/10009442140
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South African Security Market imperfections
Jooste, Dirk - 2006
In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the intricate workings of financial markets. Many studies are emerging that...
Persistent link: https://www.econbiz.de/10009442175
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Success Factors for the Establishment of a Pan-African Securities Exchange
Foster, Andrew - 2011
This research investigated the critical success factors for the establishment of a pan-African securities exchange. Interviews with participants from the financial markets from around Africa enabled 16 critical success factors to be identified. These were then categorised into three...
Persistent link: https://www.econbiz.de/10009447611
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The structural relationship between stock market returns and macroeconomic variables in international equity markets
Shafie, Abdul Ghani - 1991
This study is concerned with investigating the structural relationship between stockmarkets and economic variables in different countries. In investigating the relationships, the following six questions are posed:- Are stock markets in the United States, the United Kingdom, West Germany, France,...
Persistent link: https://www.econbiz.de/10009465800
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Asymmetric wealth effect : American consumption and the stock market
Greene, Jonathan - 2002
Conventional estimates of the marginal propensity to consume (MPC) out of changes in net worth average about 4 cents on the dollar. If this is true, the $14 trillion rise in household net worth between 1995 and 2000 created an additional $567 billion in household consumption. This increase in...
Persistent link: https://www.econbiz.de/10009474970