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Predicting the Bull Run: scientific evidence for turning points of markets
Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2014
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| _version_ | 1867613305742295041 |
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| access_status_str | Open Access |
| author | Davies, Jerome Edward |
| author2 | Gstraunthaler, Thomas |
| author_browse | Davies, Jerome Edward Gstraunthaler, Thomas |
| author_facet | Gstraunthaler, Thomas Davies, Jerome Edward |
| author_sort | Davies, Jerome Edward |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/10323 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:34:00.978Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Finance and Tax |
| publisherStr | Department of Finance and Tax |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/10323 Predicting the Bull Run: scientific evidence for turning points of markets Davies, Jerome Edward Gstraunthaler, Thomas Kruger, Ryan Financial Management Includes bibliographical references. This study investigates predictability in financial markets, specifically the South African financial market, proxied by the Johannesburg Stock Exchange (JSE) All Share Index (ALSI). It provides scientific evidence of past research of turning points in markets, focusing on bull markets as evidence suggests that predictability of bull markets leads to superior returns for an asset manager. In addition, this study provides an analysis of macroeconomic variables that can be used for predictability in the South Africa financial market. We found that certain macroeconomic variables do contain an element of predictability with the yield spread and short term interest rates being the best indicators. In addition we found that predicting the Bull Run in its earliest phase provides superior returns to an asset manager. 2014-12-27T19:55:56Z 2014-12-27T19:55:56Z 2013 Master Thesis Masters MCom http://hdl.handle.net/11427/10323 eng application/pdf Department of Finance and Tax Faculty of Commerce University of Cape Town |
| spellingShingle | Financial Management Davies, Jerome Edward Predicting the Bull Run: scientific evidence for turning points of markets |
| thesis_degree_str | Master's |
| title | Predicting the Bull Run: scientific evidence for turning points of markets |
| title_full | Predicting the Bull Run: scientific evidence for turning points of markets |
| title_fullStr | Predicting the Bull Run: scientific evidence for turning points of markets |
| title_full_unstemmed | Predicting the Bull Run: scientific evidence for turning points of markets |
| title_short | Predicting the Bull Run: scientific evidence for turning points of markets |
| title_sort | predicting the bull run scientific evidence for turning points of markets |
| topic | Financial Management |
| url | http://hdl.handle.net/11427/10323 |
| work_keys_str_mv | AT daviesjeromeedward predictingthebullrunscientificevidenceforturningpointsofmarkets |