Risks and returns in the globalised South African equity market

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.

Grantor dc:publisher.institution

School of Economics

Year dc:date.issued

2008

Author dc:creator

• Samouilhan, Nicholas Lawrence

Advisor dc:contributor.advisor

• van Walbeek, Corné

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/5700

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/5700