Browsing MBA & MM Theses by Subject "Johannesburg Securities Exchange"

DSpace/Manakin Repository

Browsing MBA & MM Theses by Subject "Johannesburg Securities Exchange"

Sort by: Order: Results:

  • 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 ...
  • 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 ...
  • Gouws, Ian Louis (2014-02-17)
    It has been widely documented that many stock exchanges experience significant first day returns for listings stocks. In this current research it was undertaken to determine the level of underpricing on the JSE and ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • Paine, Sean James (2014-01-08)
    This research report investigates the key factors which contribute to the risks and potential profits of pairs trading. It then expounds on the relationship between these key factors and the success of pairs trading. ...
  • Comninos, Alexis (2014-01-21)
    Since the move from floor to electronic trading, technology has played an increasingly important role in the capital markets. Current economic and capital markets developments are driving changes in technology use with ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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, ...
  • 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 ...
  • 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 ...
  • 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 ...
  • Soni, Vilosha (2014-01-21)
    The aim of this study was to determine whether there was investment value to trading on upgrade and downgrade changes in analysts’ consensus. An event study was undertaken on JSE Top 40 shares to measure the sensitivity ...

Search WIReDSpace


Browse

My Account