Search
Now showing items 1-2 of 2
Managing an agricultural commodities portfolio in South Africa with pairs trading
(North-West University, 2007)
Although a pair trading is well known among South African agricultural commodity traders, there are no comprehensive documented accounts for the selection and trading of agricultural commodity pairs in South Africa. The ...
The day-of-the-week effect as a risk for hedge fund managers
(North-West University, 2005)
The day-of-the-week effect is a market anomaly that manifests as the cyclical
behaviour of traders in the market. This market anomaly was first observed by M.F.M. Osborne (1959). The literature distinguishes between two ...