Analysis of calendar effects and market anomalies on the Johannesburg Stock Exchange
This study sought to empirically investigate the existence of calendar effects and market anomalies on the JSE using monthly and daily closing prices of the ALSI, Top 40, Mid Cap and Small Cap index; as well as, daily closing prices on the Value, Growth and Dividend Plus index during the sample peri...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Nelson Mandela Metropolitan University
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10948/d1020372 |