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Risks and returns in the globalised South African equity market

Includes abstract.

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Bibliographic Details
Main Author: Samouilhan, Nicholas Lawrence
Other Authors: van Walbeek, Corné
Format: Thesis
Language:English
Published: School of Economics 2014
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access_status_str Open Access
author Samouilhan, Nicholas Lawrence
author2 van Walbeek, Corné
author_browse Samouilhan, Nicholas Lawrence
van Walbeek, Corné
author_facet van Walbeek, Corné
Samouilhan, Nicholas Lawrence
author_sort Samouilhan, Nicholas Lawrence
collection Thesis
description Includes abstract.
format Thesis
id oai:open.uct.ac.za:11427/5700
institution University of Cape Town (South Africa)
language eng
last_indexed 2026-06-10T12:38:42.830Z
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 School of Economics
publisherStr School of Economics
record_format dspace
source_str UCTD — University of Cape Town Open Access Repository
spelling oai:open.uct.ac.za:11427/5700 Risks and returns in the globalised South African equity market Samouilhan, Nicholas Lawrence van Walbeek, Corné Economics Includes abstract. Includes bibliographical references (leaves 114-119). The South African financial economics literature has produced many findings regarding the drivers of South African equity returns. In contrast, this thesis investigates the behaviour of South African risks and returns directly, as well as their fundamental relationship to each other (the central risk-return principle). As the Johannesburg Securities Exchange (JSE) is integrated with the international equity market, there is also a significant globalised aspect to these South African risks and returns which must be examined. 2014-07-31T12:21:56Z 2014-07-31T12:21:56Z 2008 Doctoral Thesis Doctoral PHD http://hdl.handle.net/11427/5700 eng application/pdf School of Economics Faculty of Commerce University of Cape Town
spellingShingle Economics
Samouilhan, Nicholas Lawrence
Risks and returns in the globalised South African equity market
thesis_degree_str Doctoral
title Risks and returns in the globalised South African equity market
title_full Risks and returns in the globalised South African equity market
title_fullStr Risks and returns in the globalised South African equity market
title_full_unstemmed Risks and returns in the globalised South African equity market
title_short Risks and returns in the globalised South African equity market
title_sort risks and returns in the globalised south african equity market
topic Economics
url http://hdl.handle.net/11427/5700
work_keys_str_mv AT samouilhannicholaslawrence risksandreturnsintheglobalisedsouthafricanequitymarket