Index/sector seasonality in the South African stock market
This paper aims to investigate the apparent existence of two anomalies in the South African stock market based on regular strike action, namely the month of the year effect and seasonality across specific sectors of the Johannesburg Stock Exchange.
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| Format: | Others |
| Language: | en |
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2016
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| Online Access: | http://hdl.handle.net/10539/20938 |