Narrow search
Showing 1 - 10 of 184
Cover Image
Sentiments and expectations in the system of markets : an analysis with DPLS models
Ruge, Marcus - 2011
This research thesis is devoted to the analysis of sentiments and expectations in the system of economic markets with … from January 1991 to June 2010 to quantify sentiments, expectations and economically relevant variables and examine the … relations in detail. The results show, that the sentiments, the assessment of the current economic situation, are clearly linked …
Persistent link: https://www.econbiz.de/10009480631
Cover Image
An event study to investigate the impact of BEE announcements on share price
Fairbairn, Roslyn Deidre - 2009
ENGLISH ABSTRACT: This event study examines the effect that Black Economic Empowerment (BEE) announcements have on a companies' share price. The average mean return model is applied to study a sample of companies from the Financial Mail Top 200 Empowerment Companies list, 2007. The mean price...
Persistent link: https://www.econbiz.de/10009442067
Cover Image
IMPACT OF RESOURCE PRICES AND THE EXCHANGE RATE ON RESOURCE COMPANY SHARE PRICES LISTED ON JSE LTD
Klasen, Norman Bengt - 2011
It is believed that resource companies which derive their earnings from selling resources predominantly in foreign currency should be significantly exposed to both the exchange rate and the resource price. The aim of this research was to better explain the exposures facing resource companies...
Persistent link: https://www.econbiz.de/10009447507
Cover Image
Predictability of share price returns on the JSE
Lishman, Ryan Mark - 2011
This study addresses the issue of shar eprice predictability on the JSE Securities Exchange (JSE) over the 1989 to 2009 period. Th eoverall predictability of the JSE in terms of market indices and individual share prices is examined. The predictability in prices of portfolios formed by ranking...
Persistent link: https://www.econbiz.de/10009447511
Cover Image
FACTORS INFLUENCING
Frolich, Anton - 2011
Black Economic Empowerment is an important and influential aspect of SouthAfrica’s economy. Firms listed on the Johannesburg Securities Exchange have beenengaging in deals aimed at Black Economic Empowerment for a number of years.These deals are typically complex and include many aspects that...
Persistent link: https://www.econbiz.de/10009447535
Cover Image
Reaction to CEO turnover and share prices
Grigorov, Vladimir - 2011
There have been numerous studies investigating the problem of CEO departureand concomitant market reaction around the world. In some instances themarket reaction is favourable; in others not. Throughout the various businesscycles and economic conditions the quality of management is usually...
Persistent link: https://www.econbiz.de/10009447542
Cover Image
PRICING OF SINGLE STOCK FUTURES OPTIONSIN SOUTH AFRICA
Cameron, Brian - 2011
"JSE tops all single stock futures markets" (Business Report, July 13, 2007). The Johannesburg Securities Exchange's (JSE) single stock futures market is the largest in the world. This research investigates the forecasting abilities of implied volatility models for South African single stock...
Persistent link: https://www.econbiz.de/10009447567
Cover Image
The Effect of Dividend Signalling on Earnings and Share Prices in South Africa
Mohamed, Nadim - 2011
The dividend information signalling hypothesis is one of the more popular theories that address the questions: “Why do companies pay a dividend?” and “Should the dividend have any effect on firm valuation?”. A key premise of the signalling hypothesis is that the dividend contains...
Persistent link: https://www.econbiz.de/10009447589
Cover Image
Size- and Book-to-Market Anomalies on the JSE – Testing for the effect of market condition
Gudde, Christian Rudolf - 2011
The aim of market investors is to maximise their returns from the market. Often theydo this by the use of historical financial (and other relevant) information aboutcompanies and their share prices. The search for arbitrage opportunities has led tothe identification of anomalies such as the size...
Persistent link: https://www.econbiz.de/10009447655