Volatility and the risk return relationship on the South African equity market
The volatility of stock markets has important implications for investment decision making, financial stability and overall macroeconomic stability. This study examines the risk-return relationship as well as the behaviour of volatility of the South African equity markets using both aggregate, indust...
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| Format: | Others |
| Language: | English |
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Rhodes University
2010
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| Online Access: | http://hdl.handle.net/10962/d1002744 |