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 20 of 411 for “"Johannesburg."”.
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Market timing on the Johannesburg Stock Exchange
The concept of market timing is hardly new. Theoretical work on the predictability of return stretches back for over a century, with substantial empirical work emerging from the 1960s onwards. This study aims to extend the literature by focusing on whether it is possible for an investor, utilising …
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Hardness in motion : retrieving Johannesburg after Apartheid
This thesis seeks to engage with the city of Johannesburg on terms that break decisively with the linear-historical methods that have been used to both catalogue and decipher the city up to the present. The city is, itself, in its second incarnation - that of the post-apartheid, post-gold mining …
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The interior boundary : spilling out into Braamfontein, Johannesburg
No abstract available.
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The weekend effect on the Johannesburg stock exchange
… Index, Industrial Index and Gold Index on the Johannesburg Stock Exchange.
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Momentum trading strategy on the Johannesburg Stock Exchange
This research report documents an example of evidence of investor overreaction in the marketplace, with overreaction to short-term information found to be exploitable via price corrections in order to generate market-beating returns. An efficient market should render any consistent abnormal returns …
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Conceptualizing Sustainability: the Case of Johannesburg and Water
Johannesburg, South Africa has stated ambitions of becoming a “sustainable city” and a “world-class African city.” Many factors may contribute to the realization of these aims. One is a “sustainable” water supply, since water is fundamental to life and to economic activity. But South Africa (SA) is …
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Testing the social polarization hypothesis in Johannesburg, South Africa
… using survey and population census data of the Johannesburg region of South Africa from 1970 to 2010. The manufacturing sector, once a major source of urban employment and consisting of a large percentage of skilled and semi-skilled, middle-income jobs has declined while the service sector, …
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Evidence of return predictability on the Johannesburg Stock Exchange
We investigate return predictability on the Johannesburg Stock Exchange (JSE) with a particular emphasis on (a) the incidence and nature of linear and nonlinear serial dependence underlying the return generation process and (b) the consistency of return predictability between a stable and market …
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Does Pairs trading work on the Johannesburg Stock Exchange?
… a potentially profitable trading strategy on the Johannesburg Stock Exchange. Pairs trading is a quantitative based trading strategy, in which shares are paired up based on a historic price relationship and traded accordingly, in a contrarian manner, when they diverge from said historical …
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Fuzzy modelling of the Johannesburg Security Exchange overall index
… empirical analysis of the fuzzy feature of the Johannesburg Stock Exchange Overall Index using fuzzy logic techniques. The data for the periods 1985 - 2001 is used in the analysis. Description of the fuzzy feature is crucial to the proper understanding of the movement of the JSE Overall Index …
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Investors' Fear and Herding in the Johannesburg Stock Exchange (JSE)
Investors herd when they follow the investment decisions of other market participants and ignore their own private information, causing asset valuations to deviate from their fundamentals. This paper examines herding in the South African equity market by examining the impact of investor fear on …
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Time diversification and holding periods on the Johannesburg Stock Exchange
… the existence of time diversification on the Johannesburg Stock Exchange (JSE), with the goal of providing investor guidance toward their optimal investment horizon on the JSE Focusing on the Random Walk and Mean Reversion Models, a variety of tests were employed to identify serial correlation …
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Spatialities of conflict : identity and exclusion in Jerusalem and Johannesburg
… of individual perceptions of Jerusalem and Johannesburg. The two case studies have vastly different histories and current conditions, but each provides a window into a different portion of the process of shaping a city through exclusion. Cognitive mapping is the main mechanism for analysis, …
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Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE)
Momentum has been described as the premier financial market anomaly (Fama & French, 2008), but styles based on this phenomenon tend to suffer intermittent crashes (Barroso & Santa-Clara, 2015). The study investigated a variation on momentum that considers only firm-specific returns, determined from …
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Novel Infrastructures: Urban Literary Forms in Contemporary Lagos, Johannesburg, and Mumbai
… postcolonial cities like Lagos, Mumbai, and Johannesburg from the last decade of the 20th century to the present, a period of hyper-accelerated infrastructural and ideological reconstruction after the formal end of colonialism. I argue that the representation of urban infrastructure in the …
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Transit-oriented development: a case study of Rosebank, City of Johannesburg
… Rosebank Regional Node in the City of Johannesburg and the approved Rosebank Urban Development Framework, 2008, ("RUDF") as a case study, quantifying the spatial planning proposals and identifying possible shortcomings in the implementation of the TOD in this existing suburban area, now …
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Short-term share price overreaction : evidence from the Johannesburg Stock Exchange
… overreaction (over 1 and 5-day periods) on the Johannesburg Stock Exchange (JSE) over the period July 2000 to June 2015. Furthermore, periods of financial crisis were isolated from the full sample period and tested separately, in order to assess whether periods of financial instability affect …
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A multivariate analysis of shares listed on the Johannesburg Stock Exchange
… problems concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory problems are introduced and their context within the general structure of portfolio theory is explained. Chapter 2 gives a theoretical overview of the first …
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Market timing on the Johannesburg Stock Exchange under different market conditions
The objective of this study is to evaluate the performance and risk characteristics of three market timing strategies, namely traditional, bull and bear timing, and how different market conditions affect these strategies. The market is segmented into bullish and bearish phases and three independent …
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