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Browsing by Supervisor "Muller, Chris"
Now showing items 1-20 of 23
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(University of Pretoria, 2017)The Weather Effect, where stock returns are affected by investors as a result of weatherinduced mood changes, has been found on various stock exchanges. Pizulito and Roncone (2016) argued that The Weather Effect could ...
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(University of Pretoria, 2015)This research investigates the levels of cash holdings of South African firms and the progression over the past 25 years. It also reviews factors that may have a relationship to the levels of cash. Such factors have been ...
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(University of Pretoria, 2014)Tobin’s q ratio employs a fundamental principle that enterprise values cannot deviate excessively from, namely the replacement value of the assets required to generate the future cashflow of the business. This ratio ...
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(University of Pretoria, 2015)The ability to accurately price equity is an ineluctable requirement within businesses where decisions need to be taken daily that impact upon the future viability of that business. The Capital asset pricing model (CAPM) ...
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(University of Pretoria, 2011)Copy cat investment strategies exist in the US, where copy cat funds profitably replicate the investing behaviour of larger more renowned funds, leveraging off research completed by the initial fund, without incurring the ...
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(University of Pretoria, 2014)The objective of this research paper was to examine the possibility of active investment out-performing the passive investment by using a combination-based investment style for an extensive period. The combination-based ...
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(University of Pretoria, 2014-06-08)The Insider Trading Act of 1999 and JSE regulations require transparency in director dealings and as a result create an unprecedented dissemination of investment signals to the market. This research study used director ...
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(University of Pretoria, 2012)Value shares are notorious for remaining stagnant for extended periods of time, forcing value investors to remain locked in their investments often for excessive periods. This research study applied the price acceleration ...
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(University of Pretoria, 2024-04-17)The study comprehensively analysed select investment instruments in the South African financial landscape, including passive ETFs and actively managed Unit Trust Sector returns. The research was primarily focused on the ...
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(University of Pretoria, 2021)ESG investing, through the theme of Principles of Responsible Investing, is widely gaining popularity and acceptance by investors globally and in South Africa. The increase in ESG investing opportunities has resulted in ...
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(University of Pretoria, 2013)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 ...
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(University of Pretoria, 2017)Methods to derive cumulative annual returns (CAR), from stock markets, in-excess of passive buy and hold strategies are popularised in modern culture. Market timing is a proven and systematic method applied by investors ...
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(University of Pretoria, 2024-04-17)This thesis explores the impact of telematics-based reward schemes on the driving behaviour of policyholders in the South African insurance sector. Using data collected from a leading South African insurer's telematics ...
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(University of Pretoria, 2015)Hedge fund strategies such as the equity market neutral have provided significant risk adjusted returns in the form of alpha, but their short selling and debt has made them generally costly and prone to failure under ...
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(University of Pretoria, 2012)Individuals who rely on mutual funds to accumulate wealth need advice on how best to select them (Ciccotello&Grant, 1996). The purpose of the study is to gain insight whether fund size and boutique or institutional fund ...
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(University of Pretoria, 2020)The traditional asset-pricing models dominating extant literature have produced many empirical failures. These models are based on market-side variables, without incorporating the firm side. This research extends the nascent ...
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(University of Pretoria, 2017)The purpose of this paper was to explore the passive replication of hedge fund returns as an alternative means of investment. Current popular techniques have generally shown poor out-of-sample performance. This research ...
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(University of Pretoria, 2014)Various equity investment styles have been developed and documented extensively in recent history – these styles have, in certain cases, outperformed the broader market. Muller and Ward (2013) have done extensive research ...
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(University of Pretoria, 2024-04-17)A quality investing strategy using Piotrosky’s F-score was followed to see if this investment style would produce returns in excess of the JSE All Share Index and if the returns were statistically significant. The factors ...
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(University of Pretoria, 2019)As the popularity of passive investment has grown it has given rise to numerous phenomena. Among these is a pricing anomaly around the event of a share entering or exiting an index. Numerous event studies have quoted ...
Now showing items 1-20 of 23