Testing for the Johannesburg stock exchange as an efficient market : contrarian investment strategies and mean reversion on the JSE
Bibliography: leaves 133-138. === The objective of the discussions and tests presented in this dissertation is to test the JSE as an efficient market. The statistical tests will be undertaken with the aim of observing trends in returns to investments on the JSE, whilst investment strategies that are...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/7683 |