Browsing by Subject "Efficient market hypothesis"
Now showing items 1-4 of 4
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Effect of market anomalies on expected returns on the JSE: A cross-sector analysis
(2015)The efficient market hypothesis and behavioural finance have been the cause of much debate for decades, with one theory advocating market efficiency and the other opposing it. The efficient market hypothesis (EMH) assumes ... -
Effects of labour unrest on the share returns of the JSE Top 40 companies
(North-West University (South Africa), 2021)Labour strikes are a platform that enables workers to demonstrate their disagreement and/or their dissatisfaction towards their employer, with respect to labour relation issues such as remuneration, working conditions and ... -
Examining the weak form of the efficient market hypothesis in certain commodity price movements
(North-West University, 2018)Investors continuously seek opportunities to obtain major returns when participating in the market. This is done by optimising trading strategies and effectively diversifying investment portfolios. Comprehensive market ... -
Measuring the relationship between intraday returns, volatility spill–overs and market beta during financial distress
(2013)The modelling of volatility has long been seminal to finance and risk management in general, as it provides information on the spread of portfolio returns. In order to reduce the overall volatility of a stock portfolio, ...