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 quantitative analytical techniques with available information, to utilise market timing to outperform the JSE ALSI.

Grantor dc:publisher.institution

Department of Finance and Tax

Year dc:date.issued

2012

Author dc:creator

• Bowler, W Matthew

Advisor dc:contributor.advisor

• Van Rensburg, Paul

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/10268

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/10268