An investigation into the changes in price momentum after share ex-dividend dates

This paper examines changes in share price momentum by comparing the share price momentum before and after the ex-dividend date. The study was conducted using price data from shares comprising the Johannesburg Stock Exchange (JSE) Shareholder Weighted Top 40 Index on 30 June 2015. Share price moment...

Full description

Bibliographic Details
Main Author: Marais, Wynand
Other Authors: West, Darron
Format: Dissertation
Language:English
Published: University of Cape Town 2016
Subjects:
Online Access:http://hdl.handle.net/11427/20729