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News media, asset prices and capital flows: evidence from a small open economy

Objectives: This work investigates the role for the content of print news media in determining asset prices and capital flows in a small open economy (South Africa). Specifically, it examines how much of the daily variation in stock prices, bond prices, trading volume and capital flows can be explai...

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Bibliographic Details
Main Author: Sher, Galen
Other Authors: Strugnell, Dave
Format: Thesis
Language:English
Published: Division of Actuarial Science 2017
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