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Dissertations / Theses on the topic 'Stock exchanges Stock exchanges Investments Investments'

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Published: 4 June 2021
Last updated: 5 February 2022

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1

Tian, Lijun. "Modeling risk and return in China's stock market." Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1417810931&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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2

Hao, Jia. "Essays on the importance of market rules." online access from Digital Dissertation Consortium, 2007. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3258572.

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3

Argyros, Robert. "The power of investor sentiment: an analysis of the impact of investor confidence on South African financial markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1004169.

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Whether investor sentiment has any authority over financial markets has long been a topic of discussion in the field of finance. This study investigates the relationship between investor sentiment and share returns in South Africa. Determining this relationship will add to the existing work which has documented important determinants of share returns on the stock exchange in South Africa, as well adding to the inconclusive link between sentiment and the South African financial markets. Does sentiment influence share returns or do share returns influence sentiment? Using quarterly data for the
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4

Poon, Hing Chuen. "The performance of non-index individual stocks and stock portfolios relative to the index." HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/891.

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Extensive empirical evidence shows that passively managed index-tracking mutual funds and exchange-traded funds (ETFs) outperform actively managed portfolios. On the other hand, there are abundant findings that stocks admitted to an index outperform those deleted from the index. This study tests an issue that has been largely ignored in academic studies but is highly related to the above two seemingly disparate areas of researches. The paper examines the long-term performance of non-index individual stocks and stock portfolios relative to the index. The study proposes that the inclusion and ma
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5

Lui, Man Chee Ian. "The myths and beliefs of foreign investors in Asian emerging stock markets : the case of Malaysia /." View thesis View thesis, 2001. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20030506.132049/index.html.

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Thesis (D.B.A.) -- University of Western Sydney, Nepean, 2001.<br>Thesis submitted for the degree of Doctor of Business Administration, University of Western Sydney, Nepean, 2001. Includes bibliographical references.
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6

Wu, Zhiguo, and 吴志国. "Two essays on China's stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48079765.

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China’s stock markets have become the second largest in the world after that of the United States. Both the Chinese institutional setting and the behaviors of the populous Chinese investors and listed firms provide novel opportunities to explore the classical theories in the field of economics and finance. Using two natural experiments, this thesis attempts to shed new light on these theories. The local bias puzzle was originally proposed from the analysis of investors’ investment portfolios. In the first essay, I test and confirm the hypothesis that local bias has already existed in i
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7

Al-hussieni, Sami. "Exchange listing and shareholder wealth: Canadian evidence." Ottawa, 1998.

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8

Lepori, Gabriele M. "Three essays on behavioral finance." Diss., Connect to online resource - MSU authorized users, 2008.

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9

Ozgen, Tolga. "Market efficiency and hedging foreign exchange risk : evidence from Turkey." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210802.

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10

Cen, Ling. "Information, market sentiment and corporate finance : the role of investors' attention /." View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?FINA%202008%20CEN.

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11

Han, Kyoung Ho. "FDI and economic growth the role of stock market liberalization and trade liberalization /." Diss., Columbia, Mo. : University of Missouri-Columbia, 2008. http://hdl.handle.net/10355/6052.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2008.<br>The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on June 22, 2009) Includes bibliographical references.
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12

Padmanabhan, Prasad. "Three essays in international asset pricing." Thesis, McGill University, 1988. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=75875.

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This dissertation consists of three essays in international asset pricing. The first essay develops a model where investors face barriers to foreign portfolio investment. Using the standard mean-variance framework, risk return relationships for all securities are developed. It is also shown that: (1) previous models adopting this approach are special cases of this model, and (2) all investors generally prefer complete removal of barriers over other market structures. Essay #2 empirically explores the issue of the degree of segmentation of the international capital market for risky securities.
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13

Ko, Man Ching. "Emerging stock markets in Europe, the Middle East, and Asia." CSUSB ScholarWorks, 2005. https://scholarworks.lib.csusb.edu/etd-project/2894.

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The purpose of this research is to evaluate the performance of the emerging stock markets in three regions. The regions chosen as our testing targets are Europe, The Middle East, and Asia. Performance for 2002 to 2004 will be compared to the U.S. stock market.
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14

Msimanga, Nkululeko Lwazi. "Cointegration, causality and international portfolio diversification : investigating potential benefits to a South African investor." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002696.

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Research studies on portfolio diversification have tended to focus on developed markets and paid less attention to emerging markets. Traditionally, correlation analysis has been used to determine potential benefits from diversification but current studies have shifted focus from correlation analysis to exploring cointegration analysis and other forms of tests such as the Vector Error Correction Methodology. The research seeks to find if it is beneficial for a South African investor to diversify their portfolio of emerging market equities over a long-term period. Daily weighted share indices fo
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15

Shafie, Abdul Ghani. "The structural relationship between stock market returns and macroeconomic variables in international equity markets." Thesis, University of Stirling, 1991. http://hdl.handle.net/1893/2251.

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This study is concerned with investigating the structural relationship between stock markets and economic variables in different countries. In investigating the relationships, the following six questions are posed:- Are stock markets in the United States, the United Kingdom, West Germany, France, Norway, Japan, Singapore, Malaysia, Australia and South Africa related to each other and do they influence each other? Does the level of any relationship change over time? Are variables representing economic activity in each country related to similar variables in the other countries? Does the level o
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16

Taylor, John (John Francis). "Country risk and contagion : an investigation into Argentina, Malaysia, Poland and South Africa." Thesis, Stellenbosch : Stellenbosch University, 2004. http://hdl.handle.net/10019.1/49897.

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Thesis (MBA)--Stellenbosch University, 2004<br>ENGLISH ABSTRACT: This paper investigates the vulnerability of four key emerging markets to crises originating in Asia in 1997; Russia in 1998; Brazil in 1999 and Argentina in 2001. The emerging markets examined, Argentina, Malaysia, Poland and South Africa have been chosen to represent different geographic continents. Stock market data is used to measure for changes in unconditional correlation coefficients during and after the crisis periods. This is to establish whether the volatility shocks generated by the crises are what would reasona
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17

Yung, Chung-hing, and 翁宗興. "A study of the portfolio risk within the Pacific Basin." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31265145.

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18

Zhang, Jianhua. "Essays on emerging market finance /." Göteborg, Sweden : Nationalekonomiska institutionen, Göteborgs universitet, 1999. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008790109&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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19

Attachot, Weerapat. "Determinants of Corporate Governance Choices: Evidence from Listed Foreign Firms on U.S. Stock Exchanges." Thesis, University of North Texas, 2017. https://digital.library.unt.edu/ark:/67531/metadc984209/.

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This study analyzes corporate governance practices of foreign (non-U.S.) issuers listed on the New York Stock Exchange (NYSE) and Nasdaq. Specifically, I examine the extent to which these foreign issuers voluntarily comply with U.S. stock exchange corporate governance requirements applicable to domestic issuers. My sample consists of 201 foreign companies primarily domiciled in Brazil, China, Israel, and the United Kingdom. I find that 151 (75 per cent) of the sample firms do not elect to comply with any of the U.S. corporate governance requirements. Logistic regression analysis generally supp
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20

Kim, Young Do. "Return distributions and applications." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2007. http://wwwlib.umi.com/cr/ucsd/fullcit?p3266772.

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Thesis (Ph. D.)--University of California, San Diego, 2007.<br>Title from first page of PDF file (viewed August 7, 2007). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references.
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21

Mhlanga, Godfrey. "The covariation of South African and foreign equity returns during bull and bear runs : implications for portfolio diversification." Thesis, Rhodes University, 2009. http://hdl.handle.net/10962/d1002678.

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This study examines the pattern of covariation of the industrial index returns of South Africa and foreign industrial sectors. This follows recent increase in national equity correlations and increases in the influence of industry effects in portfolio diversification. The covariation pattern in returns across industries and countries during both bull and bear runs is examined using correlation analysis to determine if there is a difference between the two epochs. The study presents preliminary evidence of the covariation between sectors during a bear and a bull run. Return covariation among se
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22

Simon, Marta. "The two bears : how down markets get you down." University of Western Australia. Financial Studies Discipline Group, 2004. http://theses.library.uwa.edu.au/adt-WU2005.0022.

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In this study, we address two research questions: 1) Can we identify bear market episodes in Australia in the past 20 years? 2) How do investors’ moods change as stock market conditions enter into a bear phase. To address the first question, we use a pattern recognition algorithm, called the penalised LSE approach. By defining bear markets as those stock market regimes where the average returns are statistically significantly negative or below the risk free rate, we are able to detect two bear market periods in Australia in the past 20 years. These are the November 1987 to February 1988 and th
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23

Visser, Retief. "An analysis of the systems requirements of the Africa Centre for Investment Analysis." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/49686.

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Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: The lack of easy access to consistent, timely and reliable information is perceived to be one of the major barriers to investment on the African continent and the aim of this study is to provide the Africa Centre for Investment Analysis with a systems analysis, to enable it to populate their African Capital Markets Database with sufficient data to address this issue. The study aims to provide: • Program expertise to facilitate the automation of share price data capturing into a central database at the Centre • Systems a
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24

Yin, Pei. "Volatility estimation and price prediction using a hidden Markov model with empirical study." Diss., Columbia, Mo. : University of Missouri-Columbia, 2007. http://hdl.handle.net/10355/4795.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2007.<br>The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on December 18, 2007) Vita. Includes bibliographical references.
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25

Bolster, Paul J. "Differential information, divergence of opinion, and security returns in an efficient market." Diss., Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/54738.

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Although there is ample evidence of the heterogeneity of investors' expectations of security returns (Cragg and Malkiel, 1982), few studies have attempted to relate this divergence of investor opinion directly to security returns. Barry and Brown (1984) argue that divergence of investor opinion results from differing levels of estimation risk across securities. Furthermore, their model shows that the OLS estimate of beta, used in most empirical studies requiring excess returns, underadjusts for a security's systematic risk when investors' expectations are highly dispersed and overadjusts when
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26

Mlambo, Courage. "Effects of exchange rate volatility on the stock market: a case study of South Africa." Thesis, University of Fort Hare, 2013. http://hdl.handle.net/10353/d1007125.

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This study assessed the effects of currency volatility on the Johannesburg Stock Exchange. An evaluation of literature on exchange rate volatility and stock markets was conducted resulting into specification of an empirical model.The Generalised Autoregressive Conditional Heteroskedascity (1.1) (GARCH) model was used in establishing the relationship between exchange rate volatility and stock market performance. The study employed monthly South African data for the period 2000 – 2010. The data frequency selected ensured an adequate number of observations. A very weak relationship between curren
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27

Barnard, Kevin John. "Value and size investment strategies: evidence from the cross-section of returns in the South African equity market." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1001606.

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Value and size related equity investment strategies are supported by a large body of empirical research that shows a persistent premium, both longitudinally and crosssectionally. However, the competing rational and behavioural finance explanations for the success of these strategies are a subject of debate. The rational explanation is that the premium earned on value shares or shares of small companies can be attributed to higher risk. Behaviouralists argue that such shares are not riskier and attribute the premium to cognitive errors and biases in human decision making. The purpose of this st
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28

Loh, Elaine. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange /." Connect to this title, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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29

Srivastava, Shubhi. "The potage of Chinese stocks: Strengths and weaknesses for United States investors." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3089.

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The thesis examined the differences between the Chinese market, a fast-growing emerging market, and that of the United States, a well-known developed market. In order to understand the overall performance of the Chinese stock market, the research compared the risk and returns characteristics of Chinese stock markets using the S & P 500 Index for the 2000-2005 period. Findings show that significant differences exist between the Chinese and the U.S. markets. The thesis also attempted to identify the characteristics of the Chinese markets that hinder their efficiency.
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30

Ma, Jun. "Financial anomalies evidence from Chinese stock markets : a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2007." Abstract. Full dissertation, 2007.

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31

Eloff, F. N. "Momentum trading strategy on the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8557.

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Includes bibliographical references.<br>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 unattainable. Hence any technical analysis allowing an investor to obtain such returns would indicate a degree of market inefficiency. Three signal generation strategies are employed to test for momentum and price corrections in the market, namely using a stoc
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32

Panday, Akshay Kumar. "Time diversification and holding periods on the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25434.

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This dissertation investigates 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 within the JSE logarithmic total returns. By assessing the possibility of mean reversion or trending behavior in returns, this study aims to determine if short-term variance (as a risk measure) calculation intervals accurately describe the long-term risk on the JSE when sca
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33

Garg, Vivek, University of Western Sydney, and School of Economics and Finance. "The Capital Asset Pricing Model : a test on the Stock Exchange of Singapore." THESIS_XXX_EFI_Garg_V.xml, 1999. http://handle.uws.edu.au:8081/1959.7/459.

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Of the many analytical methods collectively referred to as Modern Portfolio Theory (MPT), the Capital Asset Pricing Model (CAPM) is the most familiar to today’s generation of students of finance. The popularity of the CAPM arises from its success in expressing a powerful theoretical insight in a simple, usable form. The primary use of the CAPM is to determine minimum required rates of return from investment in risky assets. The variable in the CAPM is called ‘beta’, a statistical measure of risk which has become familiar to all finance professionals. Over the past decade, beta has become the m
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34

Larlar, Selim. "Portfolio optimization analysis of federation of Euro-Asian stock exchances (FEAS)." CSUSB ScholarWorks, 2003. https://scholarworks.lib.csusb.edu/etd-project/2365.

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The results of this thesis suggest that investors should invest in portfolios consisting of the Standard and Poor's 500, the Ten Composite Index and the ten founding stock exchanges, rather than only invest in either the ten founding stock exchanges or Standard and Poor's 500.
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35

Wang, Chaoyan. "Securities trading in multiple markets : the Chinese perspective." Thesis, University of Stirling, 2009. http://hdl.handle.net/1893/2278.

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This thesis studies the trading of the Chinese American Depositories Receipts (ADRs) and their respective underlying H shares issued in Hong Kong. The primary intention of this work is to investigate the arbitrage opportunity between the Chinese ADRs and their underlying H shares. This intention is motivated by the market observation that hedge funds are often in the top 10 shareholders of these Chinese ADRs. We start our study from the origin place of the Chinese ADRs, China’s stock market. We pay particular attention to the ownership structure of the Chinese listed firms, because part of the
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36

Vespro, Cristina. "Essays on understanding financial architecture." Doctoral thesis, Universite Libre de Bruxelles, 2008. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210588.

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This dissertation is composed of three essays related to Financial Architecture. <p><p>The first essay, analysed in the first chapter of the thesis, contributes to the literature on Efficient Market Hypothesis and in particular in understanding several issues associated with how prices are determined for individual stocks. The chapter, in particular, provides further evidence of price and volume effects associated with index compositional changes by analysing the inclusions (exclusions) from the French CAC40 and SBF120 indices, as well as the FTSE100. I find evidence supporting the price press
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Loh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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[Truncated abstract] This thesis examines and compares the performance of three classes of stock trading strategies in the Australian stock market from 1980 to 2002. ... The first segment of this thesis examines some simple technical trading rules with a twostep methodology ... Our standard test results show that technical trading rules generate excess returns higher than that of the buy-and-hold portfolio equivalent prior to 1991, but generate lower returns in the period post-1991. Bootstrap test results also show that addressing nonnormality, time-dependence and conditional heteroskedasticit
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38

Siganos, Antonios. "The momentum effect on the London Stock Exchange." Thesis, University of Stirling, 2004. http://hdl.handle.net/1893/2602.

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This study intends to investigate the momentum effect, which states that shares which performed the best (worst) over the previous three to twelve months continue to perform well (poorly) over the subsequent three to twelve months. Evidence suggests that a strategy that buys previous winner shares and sells short past loser stocks can generate abnormal profitability of about 1 per cent per month (Jegadeesh and Titman, 1993). Although momentum payoffs tend to persist when share returns in international markets are employed (e. g., Griffin et al., 2003, Rouwenhorst, 1998), a significant number o
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Sultanov, Rustam. "An Analysis Of The Performance Of Investment Companies: Evidence From The Istanbul Stock Exchange." Thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/2/12612088/index.pdf.

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The purpose of this master&rsquo<br>s thesis is to evaluate the performance of investment companies, namely Real Estate Investment Trusts (REITs) and Closed-End Funds (CEFs) in Turkey. In this study, three different models are used to evaluate the risk adjusted performances of Turkish investment companies. These models are: 1) the single-factor CAPM<br>2) the Fama-French three-factor model<br>and 3) the Carhart&rsquo<br>s four factor model. The results of this study indicate that for the sample period from January 1997 to December 2009, Turkish REITs and Turkish CEFs neither overperform nor u
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Webb, Arnold. "Fourier transform based investment styles on the Johannesburg Stock Exchange." Diss., University of Pretoria, 2013. http://hdl.handle.net/2263/39956.

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Share price periodicity and calendar effects have been well documented for stock exchanges. If these market anomalies are persistent and of sufficiently high amplitudes, the use of frequency analysis will allow investors to earn abnormal returns. This research study examined the use of the discrete Fourier transform combined with prior exponential growth and momentum periodicity as an investment style. A graphical time series approach was used to evaluate performance of the examined styles. The time series consisted of the JSE top 160 shares from December 1985 to October 2013. A momentum-Fou
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Al-Hajieh, H. "Market efficiency and volatility in an Islamic financial market interpreted from a behavioural finance perspective : a case study of the Amman Stock Exchange." Thesis, Coventry University, 2011. http://curve.coventry.ac.uk/open/items/cfff00ca-c72c-49d7-a818-03e03ea3bcb5/1.

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The research undertaken aims to contribute to the debate about market efficiency and market volatility in an Islamic context. The research relates to the Amman Stock Exchange (ASE) and covers the period 1992 to 2007. It undertakes quantitative analysis involving two key elements: first, testing for random walk and calendar anomaly effects in market returns and, second, modelling volatility in market returns. The thesis applies a series of standard econometric and statistical techniques to this issue. The key ‘novel’ contributions of this study relate to the focus on Islamic religious holiday e
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Beukes, Anna. "The existence of the value premium on the Johannesburg Stock Exchange from 1972 to 2001 and extrapolation as explanation." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002711.

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This study investigates the existence of the value premium in South Africa’s equity market, and tests extrapolation as a possible explanation for it. The value premium refers to the widely reported superior performance of share price returns of value companies compared to growth companies. The value premium represents an anomaly in mainstream rational finance theory, because it should not persist, unless it could be explained as the result of some composite form of risk. What is highly vexing is the fact that the value premium not only persists in most financial markets over a long period, but
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Saar, Helen. "Analysis of trade dependence and correlation of market returns between the United States and Nordic countries." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3269.

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The purpose of the present research paper was three fold. First, determine if there is a trade interdependence between the United States and Nordic countries (Denmark, Finland, Sweden, and Baltic States). Second, determine if there is correlation between the respective equity markets. Third, determine if the changes in the trade relations lead to the changes in stock market correlations. The hypothesis of the project was that weaker trade relations between two countries would lead to lower correlation between their stock markets, providing beneficial opportunities for portfolio diversification
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Theart, Lomari. "Liquidity as an investment style : evidence from the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86258.

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Thesis (MComm)--Stellenbosch University, 2014.<br>ENGLISH ABSTRACT: Individual and institutional investors alike are continuously searching for investment styles and strategies that can yield enhanced risk-adjusted portfolio returns. In this regard, a number of investment styles have emerged in empirical analysis as explanatory factors of portfolio return. These include size (the rationale that small stocks outperform large stocks), value (high book-to-market ratio stocks outperform low book-to-market ratio stocks) and momentum (stocks currently outperforming will continue
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Chavda, Manoj. "Evaluation of a hybrid investment model on the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/95622.

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Thesis (MBA)--Stellenbosch University, 2012.<br>The study determined whether an investment model on the Johannesburg Stock Exchange (JSE) incorporating risk, simple rules and simulating a realistic environment could yield statistically significant returns. Further, the study assessed the success of individual trades and profitability compared to a buy-and-hold strategy where funds were switched between shares and a riskless asset. JSE data from 1997 to 2011 were studied using popular technical rules and fundamental indicators integrated into a hybrid investment model. Investments on individua
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Leisher, Thomas Kai. "Exchange-Traded Funds: The Unknown Investment Opportunity." Wittenberg University Honors Theses / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=wuhonors1617280855446967.

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47

Usta, Murat. "The Role Of Foreign Investors In The Istanbul Stock Exchange." Thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1089465/index.pdf.

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This master thesis examines the role of foreign investors in the Istanbul Stock Exchange in three dimensions: differences among sectors and subsectors in terms of foreign trading activity, the effect of November 2000 &amp<br>#8211<br>February 2001 crisis on returns and foreign trading activity, and the relationship between return and foreign trading activity. Data used in this thesis covers 72 months between January 1997 and December 2002. Significant differences among sectors and subsectors in terms of foreign trading activity is found. On the other hand, there is no statistically significant
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Snyman, Hendrik Andries. "Investigating momentum on the Johannesburg Stock Exchange." Thesis, Stellenbosch : University of Stellenbosch, 2011. http://hdl.handle.net/10019.1/6613.

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Thesis (MScEng (Industrial Engineering))--University of Stellenbosch, 2011.<br>ENGLISH ABSTRACT: Applying the Industrial Engineering systems approach, this dissertation utilised the theories and propositions of previous studies to argue (model) the cause of financial herd behaviour and the subsequent momentum effect. From this, a hypothesis was postulated to test: whether momentum is a common attribute amongst top performing shares, whether technical analysis indicators can better identify the phenomenon, and whether the return from these shares would justify momentum as a viable investment st
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Ambalal, Ritesh Girishkumar. "An Investigation of the Impact of the 2008 Financial Crisis and Stock Market Automation on Market Efficiency: A Case for the Botswana Stock Exchange." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29251.

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Abstract:
This study investigates the effects of the 2008 financial crisis and stock market automation on the efficiency of the Botswana Stock Exchange (BSE). It makes use of the BSE All Share Index (ALSI) logged returns covering the time period 2005 – 2017. In addition, four distinct tests are employed to test for the change in market efficiency over time: runs test, unit root test, serial correlations test and variance ratio test. The study found resounding evidence to conclude that the 2008 financial crisis and stock market automation had a significant positive effect on the efficiency of the BSE. In
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50

Kang, Li. "Study on some problems in the development of Asian emerging stock markets." 2005. http://catalog.hathitrust.org/api/volumes/oclc/144685099.html.

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