Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Bull markets"”.
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Volatility risk and stock return predictability on global financial crises
… returns in four different periods (Bear and Bull markets)”. First we find clear and robust empirical evidence that the implied idiosyncratic volatility is the best stock return predictor for every sub-period both in Bear and Bull markets. Second, the evidence of cross-section firm-specific …
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Predicting the Bull Run: scientific evidence for turning points of markets
… study investigates predictability in financial markets, specifically the South African financial market, proxied by the Johannesburg Stock Exchange (JSE) All Share Index (ALSI). It provides scientific evidence of past research of turning points in markets, focusing on bull markets as evidence …
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Active share, fund style and performance
… the financial crisis and in the subsequent bull market to previous highs, concentrated stock pickers earned a significantly higher alpha than closet indexers. In bull markets breaking through previous highs, concentrated stock pickers earned the lowest alpha. The alpha earned by unit trusts …
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Active bear, passive bull: a comparative analysis of active and passive investing during and bear market runs in South Africa
… the analysis evaluated the South African markets' level of information efficiency using the efficient market hypothesis. Methodology: The portfolios used within the study are self-derived, and the weightings are rebalanced to allow new entrants to enter the market. This study will make use …