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A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Management Studies
2015
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| _version_ | 1867613205206925313 |
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| access_status_str | Open Access |
| author | Dhai, Riaz |
| author2 | Toerien, Francois |
| author_browse | Dhai, Riaz Toerien, Francois |
| author_facet | Toerien, Francois Dhai, Riaz |
| author_sort | Dhai, Riaz |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/11879 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:26.116Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2015 |
| publishDateRange | 2015 |
| publishDateSort | 2015 |
| publisher | School of Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/11879 A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa Dhai, Riaz Toerien, Francois Financial Management Includes abstract. Includes bibliographical references (leaves 76-79). The aim of this study is to identify whether there is a difference in performance between shares meeting the Islamic investing criteria and the market in an emerging market context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and Financial/Industrial Index in a two factor model (3) a four factor model developed by Carhart (1997) that accounts for size, growth and momentum in the market in addition to the All Share Index. 2015-01-10T06:44:19Z 2015-01-10T06:44:19Z 2009 Master Thesis Masters MCom http://hdl.handle.net/11427/11879 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Financial Management Dhai, Riaz A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa |
| thesis_degree_str | Master's |
| title | A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa |
| title_full | A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa |
| title_fullStr | A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa |
| title_full_unstemmed | A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa |
| title_short | A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa |
| title_sort | comparison of the performance of the ftse south africa islamic index to the market in south africa |
| topic | Financial Management |
| url | http://hdl.handle.net/11427/11879 |
| work_keys_str_mv | AT dhairiaz acomparisonoftheperformanceoftheftsesouthafricaislamicindextothemarketinsouthafrica AT dhairiaz comparisonoftheperformanceoftheftsesouthafricaislamicindextothemarketinsouthafrica |