Market segmentation and factors affecting stock returns on the JSE

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dc.contributor.advisorKotze, Danelle
dc.contributor.authorChimanga, Artwell S.
dc.date.accessioned2014-09-18T09:19:21Z
dc.date.accessioned2024-05-17T07:20:06Z
dc.date.available2014-09-18T09:19:21Z
dc.date.available2024-05-17T07:20:06Z
dc.date.issued2008
dc.description>Magister Scientiae - MScen_US
dc.description.abstractThis study examines the relationship between stock returns and market segmentation. Monthly returns of stocks listed on the JSE from 1997-2007 are analysed using mostly the analytic factor and cluster analysis techniques. Evidence supporting the use of multi-index models in explaining the return generating process on the JSE is found. The results provide additional support for Van Rensburg (1997)'s hypothesis on market segmentation on the JSE.en_US
dc.identifier.urihttps://hdl.handle.net/10566/15230
dc.language.isoenen_US
dc.rights.holderuwcen_US
dc.subjectMarket-Segmentationen_US
dc.subjectPrincipal componentsen_US
dc.subjectCluster analysisen_US
dc.subjectMultifactor modelsen_US
dc.subjectCo-variancesen_US
dc.subjectAbitrage pricing theoryen_US
dc.subjectSector indicesen_US
dc.subjectJSEen_US
dc.titleMarket segmentation and factors affecting stock returns on the JSEen_US

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