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Effects of investment style risks on expected returns on the Johannesburg Stock Exchange: A cross-sector analysis

Magister Commercii - MCom / Market Segmentation and style investing have become an essential part of security management over the past 40 years. There are many factors that separate the market, these include economy, investor behaviours, and specific anomalies. Apart, from the segmentation, investors lean towards a few tested investment styles and sectors, which hinder growth, while, dividing the market further. Thus, a major question arises on what really drives asset performance in the South African equity market. An evaluation of the relationship between sector performance and style anomalies over time is essential.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uwc/oai:etd.uwc.ac.za:11394/7424
Date January 2020
CreatorsMukoyi, Lenia Sithabiso
ContributorsOgujiuba, Kanayo
PublisherUniversity of Western Cape
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
RightsUniversity of Western Cape

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