Browsing by Subject "Johannesburg Securities Exchange"

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Browsing by Subject "Johannesburg Securities Exchange"

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  • Aftermarket price performance of initial public offerings on the JSA: 1980-1998 
    M’kombe, Chamu Mark (2011-10-14)
    It is generally accepted that investors who invest in initial public offering shares on the Johannesburg Stock Exchange (JSE) expect to get returns that are in line with the risk to which they expose their investments. It ...
  • Comparative performance of 
    Mmolawa, Obakeng Noah (2011-05-19)
    Exchange traded funds have generated a great deal of interest in markets where they have been introduced including in the South African investment market. In South Africa exchange traded funds are still relatively new ...
  • Drivers of Hedge Fund Utilization in 
    Dawson, Robert (2011-04-01)
    The research assesses the factors that motivate or discourage institutional investors’ capital allocations to the hedge fund industry in South Africa. With the hedge fund industry growing substantially in South Africa ...
  • DUAL BETAS ON THE 
    Lakhan, Ashwin (2011-05-10)
    Since the study by Fama & French (1992) there has been an academic debate about the usefulness of the Capital Asset Pricing Model (CAPM). Some researchers believe that the CAPM should be abandoned for a new model, like ...
  • The Effect of Dividend Signalling on Earnings and Share Prices in South Africa 
    Mohamed, Nadim (2011-05-19)
    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 ...
  • Effects of acquisitions on value and performance of JSE listed companies 
    M'Kombe, Kudzai Tapiwa (2011-05-19)
    Many firms will undertake acquisitions when this is the most profitable means of enhancing capacity; obtaining new knowlwdge or skills; entering new product lines or geographic areas; or reallocating assets into the control ...
  • THE EFFECTS OF INVESTOR CONFIDENCE ON THE JSE SECURITIES EXCHANGE 
    van der Westhuizen, Cliff (2012-12-04)
    It is widely accepted that behavioural finance plays a role in the way that financial markets are perceived by the investing public. Various behavioural biases have been identified, but it still remains difficult to ...
  • Efficacy of Following Directors Dealings - An Alternative Approach 
    Heasman, Lael (2012-09-10)
    The purpose of this research report was to explore the efficacy of following directors‟ dealings. More specifically it tried to establish whether an outside investor could build a long term and profitable trading strategy ...
  • Extreme returns and corresponding events for JSE indices 
    Wright, Sarah Nicole (2012-12-04)
    This research investigated the identification of short-term extreme returns on the Johannesburg Stock Exchange (JSE) and their corresponding events. The identification of the short-term extreme returns was accomplished ...
  • FACTORS INFLUENCING 
    Frolich, Anton (2011-04-12)
    Black Economic Empowerment is an important and influential aspect of South Africa’s economy. Firms listed on the Johannesburg Securities Exchange have been engaging in deals aimed at Black Economic Empowerment for a ...
  • Firm size, book-to-market and expected 
    Welham, Juliette Renate (2011-06-24)
    Investment analysts have long been preoccupied with the idea of predicting future returns based on historic share price performance or company values. To this end, Fama and French (1992) found in their acclaimed study ...
  • FUND SIZE AND ABNORMAL RETURNS IN 
    Pillay, Neelan (2011-06-08)
    Market sentiment, popular press and the academic fraternity all seem divided on the issue of whether a fund’s asset base affects its performance such that the delivery of above average market returns is impacted. A ...
  • Identification and Performance Evaluation of Rand 
    Fatti, Anton Libero Paul (2011-04-05)
    The historical volatility of the rand exchange rate has encouraged investors on the JSE Securities Exchange to invest in shares which are believed to have an inverse relationship to exchange rate movements of the rand, ...
  • IMPACT OF RESOURCE PRICES AND THE EXCHANGE RATE ON RESOURCE COMPANY SHARE PRICES LISTED ON JSE LTD 
    Klasen, Norman Bengt (2011-05-10)
    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 ...
  • THE IMPACT OF SINGLE STOCK FUTURES ON THE 
    Frasco, Joao Carlos (2011-04-12)
    Derivatives have become increasingly popular in the past two decades throughout the world’s leading financial markets. They have been accused by some of increasing the volatility of the underlying asset’s price. Volatility ...
  • The influence of macroeconomic 
    Reddy, Sugendree (2011-06-15)
    This paper uses Fama and MacBeth (1973) methodology for deriving factor realisations from a group of economic indicators for the South African economy, in order to test the effect of economic factors on asset returns in ...
  • THE LONG-TERM PERFORMANCE OF SOUTH 
    Friedman, Adam (2011-04-12)
    The objective of this research was to investigate the long-term abnormal price performance of South African firms following rights issues over the period 1991- 2000. This research makes a number of contributions relative ...
  • Market responses to unexpected earnings of 
    Laura Schaffer, Laura Schaffer (2011-06-10)
    The presence of a predictable share price response to a surprise in announced earnings by listed companies has been documented in US equity markets since 1968. This research investigated whether the presence of a positive ...
  • Perceived constraints to investments in the JSE Alt-X by professional portfolio managers 
    Niemann, Martin Phillip (2012-11-21)
    The study set out to understand the factors constraining investment in companies listed on the JSE Alt-X exchange by professional portfolio managers. This was especially relevant within the context of continued focus by ...
  • The Performance of Standard 
    Harms, Philip (2011-04-13)
    The performance of the Yield Enhanced Security (YES) and the Yield Enhanced Security Plus (Yes-Plus) offered in South Africa by Standard Corporate and Merchant Bank was modelled over a ten-year period. Through combinations ...

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