Fourier transform based investment styles on the Johannesburg Stock Exchange

Fourier transform based investment styles on the Johannesburg Stock Exchange

Share price periodicity and calendar effects have been well documented for stock exchanges. If these market anomalies are persistent and of sufficiently high amplitudes, the use of frequency analysis will allow investors to earn abnormal returns. This research study examined the use of the discrete...

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Bibliographic Details
Main Author: Webb, Arnold
Other Authors: Muller, Chris
Language:en
Published: University of Pretoria 2014
Subjects:
UCTD
Economics
Online Access:http://hdl.handle.net/2263/39956
Webb, A 2013, Fourier transform based investment styles on the Johannesburg Stock Exchange, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/39956>

Internet

http://hdl.handle.net/2263/39956
Webb, A 2013, Fourier transform based investment styles on the Johannesburg Stock Exchange, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/39956>

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