The role of cross-listings in establishing a SADC regional stock exchange
Chisadza, Moses W.
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Kapche Fotso, Herve Moise (University of the Western Cape, 2019)Over the past four decades, size, value and momentum effects have been uncovered on stock markets, and several multifactor asset pricing models have been proposed to explain them. The associated premiums have been found ...
Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index Musa, Arshad (University of the Western Cape, 2015)The notion of market efficiency posits that stock prices fully reflect all available information in a timely manner. The efficient market hypothesis (EMH) proposed by Fama (1970) systematically rules out the profitability ...
Seisoensfluktuasies in Industriële produksie en die Aandelemark met spesiale verwysing na die Suid - Afrikaanse situasie Cilliers, Frans Pieter (University of the Western Cape, 1991)In 1976 Rozeff and Kinney found that seasonality exists in the monthly rates of return on the New York Stock Exchange with peak periods in January. By making use of this information and the fact that the rates of return ...