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.

Bibliographic Details
Main Author: Naidoo, Justin Rovian
Format: Others
Language:en
Published: 2016
Subjects:
Online Access:http://hdl.handle.net/10539/20938
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spelling ndltd-netd.ac.za-oai-union.ndltd.org-wits-oai-wiredspace.wits.ac.za-10539-209382019-05-11T03:40:57Z Index/sector seasonality in the South African stock market Naidoo, Justin Rovian Stock price forecasting--South Africa Johannesburg Stock Exchange Stocks--Prices--South Africa 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. 2016-08-25T13:34:01Z 2016-08-25T13:34:01Z 2016-08-25 Thesis http://hdl.handle.net/10539/20938 en application/pdf application/pdf
collection NDLTD
language en
format Others
sources NDLTD
topic Stock price forecasting--South Africa
Johannesburg Stock Exchange
Stocks--Prices--South Africa
spellingShingle Stock price forecasting--South Africa
Johannesburg Stock Exchange
Stocks--Prices--South Africa
Naidoo, Justin Rovian
Index/sector seasonality in the South African stock market
description 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.
author Naidoo, Justin Rovian
author_facet Naidoo, Justin Rovian
author_sort Naidoo, Justin Rovian
title Index/sector seasonality in the South African stock market
title_short Index/sector seasonality in the South African stock market
title_full Index/sector seasonality in the South African stock market
title_fullStr Index/sector seasonality in the South African stock market
title_full_unstemmed Index/sector seasonality in the South African stock market
title_sort index/sector seasonality in the south african stock market
publishDate 2016
url http://hdl.handle.net/10539/20938
work_keys_str_mv AT naidoojustinrovian indexsectorseasonalityinthesouthafricanstockmarket
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