>Magister Scientiae - MSc / This study examines the relationship between stock returns and market segmentation. Monthly returns of stocks listed on the JSE from 1997-2007 are analysed using mostly the analytic factor and cluster analysis techniques. Evidence supporting the use of multi-index models in explaining the return generating process on the JSE is found. The results provide additional support for Van Rensburg (1997)'s hypothesis on market segmentation on the JSE.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uwc/oai:etd.uwc.ac.za:11394/3673 |
| Date | January 2008 |
| Creators | Chimanga, Artwell S. |
| Contributors | Kotze, Danelle |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Rights | uwc |
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