{"id":{"repo_id":"cape-town","oai_identifier":"oai:open.uct.ac.za:11427/5700"},"canonical_url":"https://search.dev.ndltd.org/etd/cape-town/oai:open.uct.ac.za:11427/5700","repository":{"repo_id":"cape-town","name":"University of Cape Town","base_url":"https://open.uct.ac.za/oai/request"},"display":{"title":"Risks and returns in the globalised South African equity market","abstract":"The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined.","abstract_html":"The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined.","abstract_has_math":false,"creators":["Samouilhan, Nicholas Lawrence"],"institution":"School of Economics","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":["van Walbeek, Corné"],"committee_chairs":[],"committee_members":[],"year":2008,"date_issued":"2008","date_published":"2008","updated_at":"2026-07-22T22:23:33Z","subjects":[],"languages":["eng"],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"http://hdl.handle.net/11427/5700","outbound_label":"Handle","outbound_source":"dc:identifier.uri"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor.advisor","label":"Advisor","values":["van Walbeek, Corné"]},{"key":"dc:creator","label":"Author","values":["Samouilhan, Nicholas Lawrence"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.accessioned","label":"Dc Date Accessioned","values":["2014-07-31T12:21:56Z"]},{"key":"dc:date.available","label":"Dc Date Available","values":["2014-07-31T12:21:56Z"]},{"key":"dc:date.issued","label":"Date","values":["2008"]},{"key":"dc:publisher.department","label":"Dc Publisher Department","values":["School of Economics"]},{"key":"dc:publisher.institution","label":"Dc Publisher Institution","values":["University of Cape Town"]},{"key":"dc:type","label":"Dc Type","values":["Doctoral Thesis"]},{"key":"dc:type.qualificationlevel","label":"Dc Type Qualificationlevel","values":["Doctoral"]},{"key":"dc:type.qualificationname","label":"Dc Type Qualificationname","values":["PHD"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language.iso","label":"Language (ISO)","values":["eng"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier.uri","label":"Identifier URI","values":["http://hdl.handle.net/11427/5700"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["Includes abstract.","Includes bibliographical references (leaves 114-119)."]},{"key":"dc:description.abstract","label":"Abstract","values":["The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined."]},{"key":"dc:title","label":"Title","values":["Risks and returns in the globalised South African equity market"]}]}],"canonical_facts":{"dc:contributor.advisor":["van Walbeek, Corné"],"dc:creator":["Samouilhan, Nicholas Lawrence"],"dc:date.accessioned":["2014-07-31T12:21:56Z"],"dc:date.available":["2014-07-31T12:21:56Z"],"dc:date.issued":["2008"],"dc:description":["Includes abstract.","Includes bibliographical references (leaves 114-119)."],"dc:description.abstract":["The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined."],"dc:identifier.uri":["http://hdl.handle.net/11427/5700"],"dc:language.iso":["eng"],"dc:publisher.department":["School of Economics"],"dc:publisher.institution":["University of Cape Town"],"dc:title":["Risks and returns in the globalised South African equity market"],"dc:type":["Doctoral Thesis"],"dc:type.qualificationlevel":["Doctoral"],"dc:type.qualificationname":["PHD"]},"updated_at":"2026-07-22T22:23:33Z"}