Johannesburg Stock Abstract

Efficiency of the Johannesburg Stock Exchange and

3 The Impact of Technological Improvements on Developing Financial Markets: The Case of the Johannesburg Stock Exchange 1 Introduction The mood was certainly buoyant at a celebratory dinner on 17 May 2002, where South

Johannesburg Stock Vectors, Royalty Free Johannesburg

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Macroeconomic variables and the Johannesburg Stock

This study estimates the simultaneous relationship between a number of selected macroeconomic variables and share prices on the Johannesburg Stock Exchange (JSE)

The Relationships between Exchange Rates and Stock - SSRN

Abstract This study seeks evidence supporting the existence of market efficiency and exchange rate sensitivity on stock prices in the Johannesburg stock exchange (JSE)

A weighted director network analysis of the big four banks

Abstract Background: Company director networks have been studied for many countries, including South Africa, from the perspective of network theory However, most studies of company director networks focus on the overall structure of the network, that is, by conducting a macro-level analysis

Momentum Trading on the Johannesburg Stock Exchange after

Fama E, MacBeth D “Risk, return, and equilibrium: Empirical tests†The Journal of Political Economy, 1973;607-636 [18] Fraser E, Page M “Value and momentum strategies: evidence from the Johannesburg Stock Exchange†In- vestment Analysts Journal, 2000;51:25-35 [19] Friedman, M

Investor sentiment and stock return volatility: Evidence

Johannesburg Stock Exchange It is, thus, recommended that due to the inade- It is, thus, recommended that due to the inade- quacies of popular asset pricing models such …

Style-based effects on the Johannesburg Stock Exchange: A

Style-based effects on the Johannesburg Stock Exchange: A graphical time-series approach Investment Analysts Journal – No 77 2013 3 Dividend receipts constitute a significant portion of the

Volatility clustering at the Johannesburg Stock Exchange

and monthly returns on the All Share Price Index of the Colombo stock exchange He only identified volatility clustering in daily returns, but not in monthly returns Jagajeevan (2012) also identifies a leverage effect in daily returns, where the stock market becomes more volatile when negative shock takes place as compared the positive shock

Active Share on the Johannesburg Stock Exchange by Chris

Fund managers earn a portion of their fees by out-performing a benchmark, typically an index To out-perform, they may leverage the fund or engage in scrip lending, but usually they 'stock-pick', taking positions in the market which differ from those of the benchmark, namely: 'active share' Several

Beyond Volatility-an Autoregressive Conditional Density

Beyond Volatility-an Autoregressive Conditional Density Model for the Johannesburg Stock Exchange All Share Index Returns Author(s): Carl H Korkpoe, Emmanuel K Oseifuah The study used the Autoregressive Conditional Density (ACD) methodology to model time-varying higher moments in the distribution of returns of the JSE All Share Index (JSE-ALSI) over the15-year period, January 2003 to …

Volatility clustering at the Johannesburg Stock Exchange

Johannesburg Stock Exchange (JSE) returns This stone adds to the existing literature on the persistence of market This stone adds to the existing literature on the persistence of market return volatility at the JSE

Active Share on the Johannesburg Stock Exchange by Chris

Abstract Fund managers earn a portion of their fees by out-performing a benchmark, typically an index To out-perform, they may leverage the fund or engage in scrip lending, but usually they 'stock-pick', taking positions in the market which differ from those of the benchmark, namely: 'active share'

Does Working Capital Management Affect Profitability In

DOES WORKING CAPITAL MANAGEMENT AFFECT PROFITABILITY OF COMPANIES LISTED ON THE JOHANNESBURG STOCK EXCHANGE ABSTRACT Purpose – This stone is based on a research study which looks to investigate the relationship between working capital management and profitability of companies listed on the Johannesburg Stock Exchange Main board Companies that …

Time diversification and holding periods on the

dcdescriptionabstract This dissertation investigates the existence of time diversification on the Johannesburg Stock Exchange (JSE), with the goal of providing investor guidance toward their optimal investment horizon on the JSE Focusing on the Random Walk and Mean Reversion Models, a variety of tests were employed to identify serial correlation within the JSE logarithmic total returns

The Johannesburg Stock Market and Stock Exchange, 1962–87

Abstract In the past quarter of a century the Johannesburg Stock Market has been transformed This has occurred as a result of the growth in the volume of business, the growth in market capitalisation, the development of an active and massive market in gilts and the growth in the volume of new capital raised

Herding Behaviour in Financial Markets: Empirical Evidence

With the exception of the insurance sector, we found evidence of herding behaviour in the banking, general financials and real estate sectors under extremely high and low market returns using the conventional approaches only The financial industry also exhibited the behavioural bias employing the CSAD and the Bayesian regression techniques

MOMENTUM AND LIQUIDITY ON THE JOHANNESBURG STOCK EXCHANGE

MOMENTUM AND LIQUIDITY ON THE JOHANNESBURG STOCK EXCHANGE Daniel Page University of the Witwatersrand Associate Lecturer [email protected] James Britten University of the Witwatersrand Lecturer [email protected] Christo J Auret University of the Witwatersrand Professor Private Bag X3, Wits, 2050, Johannesburg [email protected] Abstract Short-term …

Vector Illustration Nelson Mandela Bridge Johannesburg

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Johannesburg Stock Photos And Images - 123RF

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Beyond Volatility-an Autoregressive Conditional Density

Beyond Volatility-an Autoregressive Conditional Density Model for the Johannesburg Stock Exchange All Share Index Returns Author(s): Carl H Korkpoe, Emmanuel K Oseifuah The study used the Autoregressive Conditional Density (ACD) methodology to model time-varying higher moments in the distribution of returns of the JSE All Share Index (JSE-ALSI) over the15-year period, January 2003 to …

Johannesburg free stock photos - StockFreeImages

Download johannesburg free images from StockFreeImages Many free stock images added daily! Many free stock images added daily! To provide you with additional information about how we collect and …

Garch modelling of volatility in the Johannesburg Stock

Abstract Modelling and forecasting stock market volatility is a critical issue in various fields of finance and economics Forecasting volatility in stock markets find extensive use in portfolio management, risk management and option pricing The primary objective of this study was to describe the volatility in the Johannesburg Stock Exchange (JSE) index using univariate and multivariate

MOMENTUM AND LIQUIDITY ON THE JOHANNESBURG STOCK EXCHANGE

MOMENTUM AND LIQUIDITY ON THE JOHANNESBURG STOCK EXCHANGE Daniel Page University of the Witwatersrand Associate Lecturer [email protected] James Britten University of the Witwatersrand Lecturer [email protected] Christo J Auret University of the Witwatersrand Professor Private Bag X3, Wits, 2050, Johannesburg [email protected] Abstract Short-term …

Price earnings ratios on the Johannesburg Stock Exchange

Abstract This stone tests whether there is an equilibrium relationship between prices and earnings on the Johannesburg Stock Exchange (JSE) Such a relationship would hold if the JSE Index and index earnings were cointegrated , A full explanation of the technique of cointegration is provided

THE IMPACT OF THE RAND ON THE VALUE OF THE JOHANNESBURG …

Abstract The relationship between the foreign exchange value of the rand and the Johannesburg Stock Exchange (JSE) was put to a particularly interesting test over the period 2000 to 2003 when the rand first collapsed and then recovered In this paper, we look at the effects of the nominal and real exchange rate changes on the nominal and real value of the overall JSE market and then in more

THE IMPACT OF WORKING CAPITAL MANAGEMENT …

ABSTRACT This study investigates the impact of working capital management components on the profitability of basic materials companies listed on the Johannesburg Stock Exchange for the period 2002 to 2013 It used a sample of twenty-one (21) basic materials firms and employed a fixed effect regression method to establish the causal relationship between working capital management …

Seasonal Anomalies: A Closer Look at the Johannesburg

African stock market may have filtered out seasonal anomalies and become more efficient in the aftermath of the recent global financial crisis Keywords: Seasonal anomalies, market efficiency, global financial crisis, Johannesburg

The impact of cross border mergers and acquisitions on the

This research concluded that both the short-term share price and operating financial performance of acquiring companies listed on the Johannesburg Stock Exchange does not improve significantly in the short-term post the cross border merger or acquisition transaction

An exploration of the online investor relations (IR

An exploration of the online investor relations (IR) practices of companies listed on the Johannesburg Stock Exchange (JSE) South African Journal of Economic and Management Sciences, [Sl], v 19, n 2, p 215-231, may 2016 ISSN 2222-3436 Available at: Date accessed: 21 feb 2017 …

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