Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Division of Actuarial Science
2017
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: News media, asset prices and capital flows: evidence from a small open economy
- Empirical testing of implied cost of equity in the capital asset pricing model using JSE listed companies
- The relationship between the future outlook of market risk and capital asset pricing
- Transform analysis of affine jump diffusion processes with applications to asset pricing
- Pricing multi-asset options with levy copulas
- Optimal asset allocation for South African pension funds under the revised Regulation 28
- FOREIGN EXCHANGE-RISK PRICING IN THE NIGERIAN STOCK MARKET