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 “"JSE-ALSI"”.
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Market timing on the Johannesburg Stock Exchange
… to utilise market timing to outperform the JSE ALSI.
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A machine learning hybrid approach to forecasting equity returns volatility: A South African perspective.
… a superior fit to the dataset in question (the JSE All Share Index in this study) can be used in combination with machine learning (ML) models to forecast the volatility in financial market returns. The second principle stems from the work of earlier authors who have demonstrated the suitability …
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The performance of value versus growth stocks on the JSE during and post the financial crisis
… stocks on the Johannesburg Stock Exchange (JSE), during and post the financial crisis period. This was done by evaluating the general performance of value versus growth stocks and the performance of these stocks based on market size. Value stocks were defined as those constituting the lowest …
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The impact of macroeconomic variables on the equity market risk premium in South Africa
… data that was obtained from the SARB database, JSE database and World Bank database for the period 2002 to 2017, this study investigated the impact of these variables on the MRP in South Africa. A total of 192 observations per series of the inflation rate, interest rate, foreign exchange rate, …