Derivative pricing 60 years before black-scholes: evidence …
abstract = "We obtain daily data for warrants traded on the Johannesburg Stock Exchange between 1909 and 1922, and for a broker's call option quotes on stocks from 1908 to 1911. We use this new data set to test how close derivative prices are to Black-Scholes (1973) prices and to compute profits for investors using a simple trading rule for ...
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Investor sentiment and stock return volatility: …
The results show that there is a significant connection between investor sentiment and stock return volatility which shows that behavioural finance can significantly explain the behaviour of stock ...
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Johannesburg Skyline Night Pictures, Images and Stock …
Search from Johannesburg Skyline Night stock photos, pictures and royalty-free images from iStock. For the first time, get 1 free month of iStock exclusive photos, illustrations, and more. Video. Back. Videos home; ... abstract twilight time and cirtscape of dowtown - can use to display or montage on product abstract twilight time and cirtscape ...
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Liquidity and Stock Returns: New Evidence From Johannesburg
Abstract. After the 2007/9 financial crisis, liquidity risk became the most dreaded financial risk of all times. ... New Evidence From Johannesburg Stock Exchange," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 79-90, April-Jun. Handle: RePEc:jda:journl:vol.53:year:2019:issue2:pp:79-90. as
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The Johannesburg Stock Exchange as an efficient market
ABSTRACT. This note reviews the evidence for and against the assumption that The Johannesburg Stock Exchange is an efficient market. After considering the results of …
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Statistical Characteristics of Markets: The case of the …
This study analyses the statistical properties of emerging or developing markets using the Johannesburg Stock Exchange (JSE) market. The JSE is the oldest stock exchange in Africa …
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The fractal nature of the Johannesburg Stock Exchange
This paper examines the Johannesburg Stock Exchange indices using the fractal analysis technique for estimating the Hurst exponent. Evidence supporting a fractal nature in …
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(PDF) The Green Products Strategy and Financial
The Green Products Strategy and Financial Performance: A Case of Firms Listed on the Johannesburg Stock Exchange May 2021 Academy of Accounting and Financial Studies Journal 25(5):1-12
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Market reaction to rights offer: A case of Johannesburg …
ealth. Rights issues are key among this compendium of capital sources. This study investigated the short and medium-term market reaction of firms' rights offer announcement event on the …
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RETURNS, POLITICAL DEVELOPMENTS AND ECONOMIC …
This article aims to provide a historical perspective on how political and economic events reflected in returns on the Johannesburg Stock Exchange (JSE) between 2010 and 2022.
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Performance of the Johannesburg Stock Exchange as a …
ABSTRACT Small and medium-sized enterprises (SMEs) seek equity financing through stock exchanges to fund future growth opportunities, acquisitions, existing projects, and investment …
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(PDF) The impact of the Johannesburg Stock Exchange's …
The impact of the Johannesburg Stock Exchange's Alternative Exchange on listed firm's performance and entrepreneurship April 2022 DOI: 10.13140/RG.2.2.36662.57920
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Liquidity and size effects on the Johannesburg …
ABSTRACT. This study explores the existence of a liquidity premium on the Johannesburg Stock Exchange (JSE) and its potential interaction with the well-documented size effect. It builds on the stream of South African literature …
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MOMENTUM AND LIQUIDITY ON THE JOHANNESBURG …
This paper investigates short and medium term momentum strategies on the Johannesburg Stock Exchange (JSE) over the period January 1995 to December 2010. The study further considers …
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Johannesburg Africa Pictures, Images and Stock Photos
abstract fantacy sky on sunset cityscape - can use to display or montage on product abstract fantacy sky on sunset cityscape - can use to display or montage on product johannesburg africa stock pictures, royalty-free photos & images ... 300000 residents and 10 000 businesses, including investment banks, top businesses, financial consultants ...
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The Effect of Managerial Overconfidence on Firm Value: …
Abstract and Figures. ... objective of this study is to investigate the effect of managerial overconfidence on the value of firms trading on the Johannesburg Stock Exchange. The results of this ...
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Can the JSE stem the tide of delistings, and what does this …
Abstract The number of listings on the Johannesburg Stock Exchange (JSE) has declined by more than half since the 1990s. Today, many of the larger companies on the JSE …
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How efficient is the Johannesburg Stock Exchange really?
BACKGROUND: There are various studies that confirm the efficiency of the Johannesburg Stock Exchange (JSE), implying that there are no opportunities for active portfolio managers to earn …
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Market Segmentation on the Johannesburg Stock Exchange …
Downloadable (with restrictions)! Given the reclassification of the Johannesburg Stock Exchange (JSE) sector indices that occurred in March 2000, this paper updates the factor analytic procedure conducted by van Rensburg and Slaney (1997). It is found that the new Financial-Industrial (CI21) and Resources (CI11) indices may be used as observable proxies for the first two principal …
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Environmental Sustainability Commitment and Financial …
Environmental Sustainability Commitment and Financial Performance of Firms Listed on the Johannesburg Stock Exchange (JSE) Int J Environ Res Public Health. 2020 Oct 15;17(20):7504. doi: 10.3390/ijerph17207504. ... Abstract The importance of heeding the environmental sustainability commitment call cannot be underestimated. Laggards in terms of ...
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Ito's Calculus for Stock Price Prediction for the Johannesburg Stock …
The Johannesburg Stock Exchange is positioned as the leading African stock market and listed among the top twenty in the world, considering market capitalization.
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Early regulation and social organisation on the Johannesburg Stock …
This article documents the early development of rules and social organisation of Africa's oldest existing stock exchange. Founded in November 1887, a year after southern Africa's most ...
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(PDF) Integrating ESG factors in investment decisions by …
Integrating ESG factors in investment decisions by mutual fund managers: a case of selected Johannesburg Stock Exchange-listed companies December 2020 Investment Management and Financial ...
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From Diamonds to Gold: The Making of the Johannesburg Stock
The growth of the Johannesburg Stock Exchange (JSE) is woven interchangeably with that of Witwatersrand's gold industry.This article investigates why and how the Exchange came into existence, and its early interaction with southern Africa's gold-mining revolution. ... Abstract. Despite the emphasis on materialism prompting many debates ...
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